LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3698117): Difference between revisions

@@ Property / cites work @@
+A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
+Normal rank
@@ Property / cites work @@
+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
+Normal rank
@@ Property / cites work @@
+Q5663204
@@ Property / cites work: Q5663204 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Methods for Detection of Shifts of the Innovation Variance of a Time Series
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical spatial series modelling II: Some further results on unilateral lattice processes
+Normal rank
@@ Property / cites work @@
+Bias of some commonly-used time series estimates
@@ Property / cites work: Bias of some commonly-used time series estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Some properties and examples of random processes that are almost wide sense stationary
+Normal rank