Pages that link to "Item:Q1099564"

The following pages link to Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564):

Displaying 31 items.

• LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
• Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
• Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
• Decomposition of an autoregressive process into first order processes (Q272090) (← links)
• Unit root log periodogram regression (Q277158) (← links)
• Limit theory for moderate deviations from a unit root (Q278238) (← links)
• A theory of robust long-run variance estimation (Q289220) (← links)
• Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
• A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
• Weak convergence in the near unit root setting (Q385116) (← links)
• Parameter estimation in a spatial unilateral unit root autoregressive model (Q413780) (← links)
• Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
• Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
• On the variances of a spatial unit root model (Q647147) (← links)
• Mildly explosive autoregression with mixing innovations (Q684059) (← links)
• Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
• Edgeworth expansions for realized volatility and related estimators (Q737276) (← links)
• Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
• Asymptotic inference for unit roots in spatial triangular autoregression (Q996728) (← links)
• On the least squares estimator in a nearly unstable sequence of stationary spatial AR models (Q1002350) (← links)
• Hypotheses testing: Poisson versus stress-release (Q1007422) (← links)
• Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
• Asymptotic accuracy of the least-squares estimates in nearly nonstationary autoregressive models (Q1366380) (← links)
• Asymptotic inference for near unit roots in spatial autoregression (Q1372855) (← links)
• A likelihood ratio type test for invertibility in moving average processes (Q1623545) (← links)
• Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion (Q1629646) (← links)
• Perpetual learning and apparent long memory (Q1657333) (← links)
• On spurious regressions with partial unit root processes (Q1672774) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)