A likelihood based estimator for vector autoregressive processes (Q537365): Difference between revisions

@@ Property / author @@
-Anindya Roy
@@ Property / author: Anindya Roy / rank @@
-Normal rank
@@ Property / author @@
-Yan Yan Zhou
@@ Property / author: Yan Yan Zhou / rank @@
-Normal rank
@@ Property / author @@
+Anindya Roy
@@ Property / author: Anindya Roy / rank @@
+Normal rank
@@ Property / author @@
+Yan Yan Zhou
@@ Property / author: Yan Yan Zhou / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5898141
@@ Property / zbMATH DE Number: 5898141 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+unconditional maximum likelihood
@@ Property / zbMATH Keywords: unconditional maximum likelihood / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+vector autoregressive process
@@ Property / zbMATH Keywords: vector autoregressive process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Yule-Walker estimator
@@ Property / zbMATH Keywords: Yule-Walker estimator / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.stamet.2008.11.002
+Normal rank
@@ Property / OpenAlex ID @@
+W1978214120
@@ Property / OpenAlex ID: W1978214120 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
+Normal rank
@@ Property / cites work @@
+On adaptive estimation in stationary ARMA processes
+Normal rank
@@ Property / cites work @@
+Adaptive estimation in time-series models
@@ Property / cites work: Adaptive estimation in time-series models / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of multivariate nonstationary processes with applications to autoregressions
+Normal rank
@@ Property / cites work @@
+Estimation for Partially Nonstationary Multivariate Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Fully Modified Least Squares and Vector Autoregression
+Normal rank
@@ Property / cites work @@
+Testing for a unit root nonstationarity in multivariate autoregressive time series
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian likelihood estimation for nearly nonstationary AR(1) processes
+Normal rank
@@ Property / cites work @@
+A Unified Approach to Identifying Multivariate Time Series Models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:537365