Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.spl.2009.08.012 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2009.08.012 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W1981730499 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2009.08.012 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1981730499 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for Near-Integrated Time Series With Infinite Variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic inference for nearly nonstationary AR(1) processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Donsker's theorem for self-normalized partial sums processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Self-Normalized Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: When is the Student \(t\)-statistic asymptotically standard normal? / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Statistical Treatment of Linear Stochastic Difference Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Towards a unified asymptotic theory for autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic distribution of an estimator of the boundary parameter of an unstable process / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.SPL.2009.08.012 / rank
 
Normal rank

Latest revision as of 15:14, 10 December 2024

scientific article
Language Label Description Also known as
English
Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance
scientific article

    Statements

    Identifiers