The following pages link to REGRESSION, AUTOREGRESSION MODELS (Q3716147):
Displaying 25 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
- Extimation and structure determination of multivariate input systems (Q914310) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- On sieve bootstrap prediction intervals. (Q1423099) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models (Q1871691) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes (Q2231017) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Uniform convergence of autocovariances (Q2483462) (← links)
- Inference for the Fourth-Order Innovation Cumulant in Linear Time Series (Q2789392) (← links)
- A parametric estimation method for dynamic factor models of large dimensions (Q3077648) (← links)
- On the Vector Autoregressive Sieve Bootstrap (Q5251505) (← links)
