Pages that link to "Item:Q1116576"
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The following pages link to Limiting distributions of least squares estimates of unstable autoregressive processes (Q1116576):
Displaying 50 items.
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
- Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE (Q1591158) (← links)
- Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
- A likelihood ratio type test for invertibility in moving average processes (Q1623545) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
- Bernstein--Frechet inequalities for the parameter of the first order autoregressive process (Q1775077) (← links)
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes (Q1801818) (← links)
- Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
- Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models (Q1807086) (← links)
- On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
- Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters (Q1824332) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process (Q1899262) (← links)
- A proof of asymptotic normality for some VARX models (Q1902123) (← links)
- Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
- Unit root tests for seasonal models with deterministic trends (Q1907886) (← links)
- On the determination of integration indices in I(2) systems (Q1915474) (← links)
- Estimation of the parameters for unstable AR models (Q1916494) (← links)
- Estimating a generalized long memory process (Q1922365) (← links)
- Nonlinear regression for unit root models with autoregressive errors (Q1934876) (← links)
- Functionals of complex Ornstein-Uhlenbeck processes. (Q1962940) (← links)
- Deviation probability bound for martingales with applications to statistical estimation (Q1970829) (← links)
- Detection of change in persistence of a linear time series (Q1971788) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- Tests for real and complex unit roots in vector autoregressive models (Q2252897) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- Sequential fixed accuracy estimation for nonstationary autoregressive processes (Q2304245) (← links)
- Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Optimal jackknife for unit root models (Q2344879) (← links)
- A maximum entropy type test of fit: composite hypothesis case (Q2359457) (← links)
- Order selection statistical test for nonstationary AR models (Q2366536) (← links)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (Q2446700) (← links)
- Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
- Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- A note on unit root tests with heavy-tailed GARCH errors (Q2493878) (← links)
- Extended complex error correction models for seasonal cointegration (Q2510648) (← links)
- Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
