The empirical process of autoregressive residuals (Q3161682): Difference between revisions

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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Asymptotic inference for unstable auto-regressive time series with drifts
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING  RELATIONS
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+Weighted empirical processes in dynamic nonlinear models.
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+Weak convergence of the residual empirical process in explosive autoregression
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+On residual empirical processes of stochastic regression models with applications to time series
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+Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models
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+The empirical distribution function of residuals from generalised regression
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+Miscellanea. Bartlett correction of the unit root test in autoregressive models
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+The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes
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+STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL  VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
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+Correlograms for Non-Stationary Autoregressions
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+Testing normality in autoregressive models
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+Weak convergence of empirical distribution functions of random variables subject to perturbations and scale factors
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