Pages that link to "Item:Q1246958"
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The following pages link to Asymptotic distribution of an estimator of the boundary parameter of an unstable process (Q1246958):
Displayed 34 items.
- On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- On the bias of the least squares estimator for the first order autoregressive process (Q909399) (← links)
- A small sample confidence interval for autoregressive parameters (Q951044) (← links)
- Integrated functionals of normal and fractional processes (Q1009478) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
- Bootstrapping general first order autoregression (Q1129468) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- Explicit and exponential bounds for a test on the coefficient of an AR(1) model (Q1907933) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Moments in Pearson's four-step uniform random walk problem and other applications of very well-poised generalized hypergeometric series (Q2061762) (← links)
- Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- Sequential fixed accuracy estimation for nonstationary autoregressive processes (Q2304245) (← links)
- The life and work of M. M. Rao (Q2324161) (← links)
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
- Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492) (← links)
- Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression (Q2489787) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- Limit theory for autoregressive-parameter estimates in an infinite-variance random walk (Q3473953) (← links)
- Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821) (← links)
- On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1) (Q4429469) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE (Q4728067) (← links)
- DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (Q4817928) (← links)
- Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (Q4842700) (← links)
- Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
- Optimal Gamma Approximation on Wiener Space (Q5208903) (← links)
- PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT (Q5401579) (← links)