The restricted likelihood ratio test for autoregressive processes (Q2930894): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2011.00769.x
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+W2124181300
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@@ Property / cites work @@
+On the parametrization of autoregressive models by partial autocorrelations
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+Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood
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+BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD
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+The restricted likelihood ratio test at the boundary in autoregressive series
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+Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes
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+On the corrections to the likelihood ratio statistics
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+Defining the curvature of a statistical problem (with applications to second order efficiency)
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+On the inverses of some patterned matrices arising in the theory of stationary time series
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+Bayesian inference for variance components using only error contrasts
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+Partial autocorrelation parameterization for subset autoregression
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+Uniform Inference in Autoregressive Models
@@ Property / cites work: Uniform Inference in Autoregressive Models / rank @@
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+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
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+BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND
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+Fitting MA(\(q\)) models in the closed invertible region
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+Publication:2930894