TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711): Difference between revisions

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-Liang Peng
@@ Property / author: Liang Peng / rank @@
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+Liang Peng
@@ Property / author: Liang Peng / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS  TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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@@ Property / cites work @@
+Fully Modified Least Squares and Vector Autoregression
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@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
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@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+On asymptotic properties of bootstrap for AR(1) processes
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@@ Property / cites work @@
+Uniform Inference in Autoregressive Models
@@ Property / cites work: Uniform Inference in Autoregressive Models / rank @@
+Normal rank
@@ Property / cites work @@
+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
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@@ Property / cites work @@
+Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
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@@ Property / cites work @@
+Asymptotic inference for nearly nonstationary AR(1) processes
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@@ Property / cites work @@
+Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors
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@@ Property / cites work @@
+Time Series with Roots on or Near the Unit Circle
@@ Property / cites work: Time Series with Roots on or Near the Unit Circle / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical likelihood and general estimating equations
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466611000727
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@@ Property / OpenAlex ID @@
+W2130349521
@@ Property / OpenAlex ID: W2130349521 / rank @@
+Normal rank