TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711): Difference between revisions

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+CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS  TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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+Fully Modified Least Squares and Vector Autoregression
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+Towards a unified asymptotic theory for autoregression
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+Q3911791
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+On asymptotic properties of bootstrap for AR(1) processes
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+Uniform Inference in Autoregressive Models
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+Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
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+Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors
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+Time Series with Roots on or Near the Unit Circle
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+Empirical likelihood and general estimating equations
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