Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660): Difference between revisions

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-Xiao Hui Liu
@@ Property / author: Xiao Hui Liu / rank @@
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-Liang Peng
@@ Property / author: Liang Peng / rank @@
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+Xiao Hui Liu
@@ Property / author: Xiao Hui Liu / rank @@
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@@ Property / author @@
+Liang Peng
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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+Hybrid and Size-Corrected Subsampling Methods
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+Q4269108
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+TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
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+On asymptotic properties of bootstrap for AR(1) processes
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Confidence intervals for autoregressive coefficients near one
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+Limit theory for mildly integrated process with intercept
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+Estimation of the parameters of stochastic difference equations
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+Uniform Limit Theory for Stationary Autoregression
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+Q3911791
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+Uniform interval estimation for an AR(1) process with AR errors
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+Uniform Inference in Autoregressive Models
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+Q2756704
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+Towards a unified asymptotic theory for autoregression
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+Time Series Regression with a Unit Root
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+On Confidence Intervals for Autoregressive Roots and Predictive Regression
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+Limit theory for moderate deviations from a unit root
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+Testing for a unit root in time series regression
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+TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS
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+Empirical likelihood and general estimating equations
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+CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS  TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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+Limit theory for an explosive autoregressive process
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+Publication:3120660