Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169473): Difference between revisions

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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Q4840212
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+A statistical variance components framework for mapping imprinted quantitative trait locus in experimental crosses
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+Fixed accuracy estimation of an autoregressive parameter
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+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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+Optimal Inference in Cointegrated Systems
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+Editor's Special Invited Paper: Sequential Estimation for Time Series Models
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