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.
- Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations (Q2517098) (← links)
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
- On Augmented Franses Tests for Seasonal Unit Roots (Q2807639) (← links)
- UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS (Q2810358) (← links)
- Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
- Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method (Q2865264) (← links)
- UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
- LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS (Q2878819) (← links)
- A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS (Q2886940) (← links)
- DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
- A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888) (← links)
- Maximum Entropy Test for Autoregressive Models (Q2950561) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
- Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
- IDENTIFYING MULTIVARIATE TIME SERIES MODELS (Q3033160) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- Second Order Stochastic Inclusion (Q3158165) (← links)
- The empirical process of autoregressive residuals (Q3161682) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- A Stastistical Analysis of Cointegration for I(2) Variables (Q3365344) (← links)
- The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms (Q3458103) (← links)
- Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831) (← links)
- Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (Q3552843) (← links)
- Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER (Q3577701) (← links)
- ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705) (← links)
- The impact of fat-tailed distributions on some leading unit roots tests (Q3591843) (← links)
- A sequential approach to testing seasonal unit roots in high frequency data (Q3592011) (← links)
- The role of the drift in I(2) systems (Q3598300) (← links)
- REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)
- NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES (Q3632421) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS (Q4012955) (← links)
- On the nearly nonstationary seasonal time series (Q4203660) (← links)
- Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821) (← links)
- Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞) (Q4337774) (← links)
- Testing for unit roots in time series with nearly deterministic seasonal variation (Q4373277) (← links)
- Pfriodograms of unit root time series: distributions and tests (Q4383747) (← links)
- SEASONAL INTEGRATION FOR DAILY DATA (Q4432537) (← links)
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS (Q4561968) (← links)
- INFERENCE ON SEGMENTED COINTEGRATION (Q4561973) (← links)
- ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING (Q4599617) (← links)
- VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING (Q4696585) (← links)
- Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence (Q4805312) (← links)
- About estimation of ARIMA process with strong mixing MA part (Q4806335) (← links)
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433) (← links)
