Parameter estimation for nearly nonstationary AR(1) processes (Q1324198): Difference between revisions

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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Fixed accuracy estimation of an autoregressive parameter
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+On the Statistical Treatment of Linear Stochastic Difference Equations
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case II
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+Asymptotic distribution of an estimator of the boundary parameter of an unstable process
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+Time Series Regression with a Unit Root
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+Q3198750
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+Hypothesis testing for nearly nonstationary autoregressive models
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+Hypothesis testing for nearly nonstationary AR(1) model with Gaussian autoregressive innovation
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+The Parameter Inference for Nearly Nonstationary Time Series
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