Pages that link to "Item:Q3361763"

The following pages link to A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept (Q3361763):

Displayed 22 items.

• Testing for unit roots with flow data and varying sampling frequency (Q269226) ‎ (← links)
• A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) ‎ (← links)
• Double asymptotics for explosive continuous time models (Q284296) ‎ (← links)
• Limit theory for an explosive autoregressive process (Q498795) ‎ (← links)
• Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) ‎ (← links)
• A small sample confidence interval for autoregressive parameters (Q951044) ‎ (← links)
• Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) ‎ (← links)
• New distribution theory for the estimation of structural break point in mean (Q1754516) ‎ (← links)
• Testing for stationarity with a break (Q1867712) ‎ (← links)
• The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) ‎ (← links)
• Structural change and unit roots (Q1909372) ‎ (← links)
• Continuous record Laplace-based inference about the break date in structural change models (Q2043251) ‎ (← links)
• UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) ‎ (← links)
• The limiting distribution of the least‐squares estimator in nearly integrated seasonal models (Q4021166) ‎ (← links)
• POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS (Q4561952) ‎ (← links)
• DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (Q4817928) ‎ (← links)
• Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (Q4860428) ‎ (← links)
• TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (Q4892828) ‎ (← links)
• UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) ‎ (← links)
• HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) ‎ (← links)
• The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) ‎ (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) ‎ (← links)