An introduction to stochastic unit-root processes (Q1367137): Difference between revisions

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+Autoregressive series with random parameters
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+Q3796553
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+Q3993534
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+Q5663204
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+A multivariate approach to modeling univariate seasonal time series
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+Q4124141
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+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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+Q3783791
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+A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES
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+Q3943865
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+Q4778193
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+Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
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+Testing linearity against smooth transition autoregressive models
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+Stochastic models, estimation, and control. Vol. 2,3
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+Testing a time series for difference stationarity
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+ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL
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+STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES
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+SOME DOUBLY STOCHASTIC TIME SERIES MODELS
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+Testing and Modeling Threshold Autoregressive Processes
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+https://doi.org/10.1016/s0304-4076(96)00016-4
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+W1967307515
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