Hypothesis Testing in Generalized Linear Models with Functional Coefficient Autoregressive Processes

Hypothesis Testing in Generalized Linear Models with Functional Coefficient Autoregressive Processes

Gaussian Processes for Functional-Coefficient Autoregressive Models

This work is concerned with nonlinear time series models and, in particular, with nonparametric models for the dynamics of the mean of the time series. We build on the functional-coefficient autoregressive (FAR) model of Chen and Tsay (1993) which is a generalization of the autoregressive (AR) model where the coefficients are varying and are given by functions of the lagged values of the series...

QML Estimators in Linear Regression Models with Functional Coefficient Autoregressive Processes

This paper studies a linear regression model, whose errors are functional coefficient autoregressive processes. Firstly, the quasi-maximum likelihood QML estimators of some unknown parameters are given. Secondly, under general conditions, the asymptotic properties existence, consistency, and asymptotic distributions of the QML estimators are investigated. These results extend those of Maller 20...

Esthfation and Hypothesis Testing for Generalized ~illltivariate Linear Models

LINEAR HYPOTHESIS TESTING USING DLR METRIC

Several practical problems of hypotheses testing can be under a general linear model analysis of variance which would be examined. In analysis of variance, when the response random variable Y , has linear relationship with several random variables X, another important model as analysis of covariance can be used. In this paper, assuming that Y is fuzzy and using DLR metric, a method for testing ...