Pages that link to "Item:Q1218709"
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The following pages link to Asymptotic properties of dynamic stochastic parameter estimates. III (Q1218709):
Displayed 11 items.
- Decomposition of an autoregressive process into first order processes (Q272090) (← links)
- Recursive solution methods for dynamic linear rational expectations models (Q911206) (← links)
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes (Q1136460) (← links)
- Least squares and stochastic difference equations (Q1237343) (← links)
- On strong consistency of least squares identification algorithms (Q1254224) (← links)
- Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (Q1286665) (← links)
- Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
- On limiting distributions in explosive autoregressive processes (Q1379906) (← links)
- Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (Q1838257) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346) (← links)
