Pages that link to "Item:Q1838257"
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The following pages link to Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (Q1838257):
Displaying 50 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
- Decomposition of an autoregressive process into first order processes (Q272090) (← links)
- Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
- Strong consistency of least squares estimates in multiple regression models with random regressors (Q464383) (← links)
- On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
- Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
- Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
- Estimation of parameters in ARUMA models (Q917202) (← links)
- A log log law for unstable ARMA models with applications to time series analysis (Q1185829) (← links)
- Almost sure convergence of least squares estimates for regular multivariate ARX systems (Q1199088) (← links)
- Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (Q1286665) (← links)
- Martingale transforms with non-atomic limits and stochastic approximation (Q1326307) (← links)
- A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
- On limiting distributions in explosive autoregressive processes (Q1379906) (← links)
- Iterated logarithm law for sample generalized partial autocorrelations (Q1380590) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Finite time identification in unstable linear systems (Q1716481) (← links)
- Adaptive stabilization of unstable and nonminimum-phase stochastic systems (Q1801645) (← links)
- Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters (Q1824332) (← links)
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) (Q1888325) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- Estimation of the parameters for unstable AR models (Q1916494) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- A conversation with Tze Leung Lai (Q2038291) (← links)
- Fixed accuracy estimation of parameters in a threshold autoregressive model (Q2086279) (← links)
- Finite sample performance of linear least squares estimation (Q2235406) (← 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)
- Instability detection of ARMA systems based on AR system identification (Q2430964) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications (Q2485756) (← links)
- On identifiability of discrete-time nonlinearly parameterized systems (Q2667787) (← links)
- Moment estimator for an AR(1) model driven by a long memory Gaussian noise (Q2676893) (← links)
- Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises (Q2986846) (← links)
- IDENTIFYING MULTIVARIATE TIME SERIES MODELS (Q3033160) (← links)
- THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS (Q3200431) (← links)
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
- Least squares estimation of the coefficients of a partially explosive model, with polynomial regressions of same degree, generating a pair of related time series (Q3470024) (← links)
- Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component (Q3473131) (← links)
- SELECTING ORDER FOR GENERAL AUTOREGRESSIVE MODELS BY MINIMUM DESCRIPTION LENGTH (Q3476164) (← links)
- On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications (Q3621153) (← links)
- ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES (Q3632434) (← links)
- LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3698117) (← links)
- Quasi-least-squares estimation in semimartingale regression models (Q3711555) (← links)
- On the estimation of coefficients of a simultaneous linear explosive model of higher orders with moving average errors generating a pair of time series (Q3979548) (← links)
- OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865) (← links)
