Pages that link to "Item:Q2466680"

The following pages link to Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680):

Displaying 20 items.

• A specification test for nonlinear nonstationary models (Q447823) (← links)
• Mildly explosive autoregression with mixing innovations (Q684059) (← links)
• Integrated functionals of normal and fractional processes (Q1009478) (← links)
• Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
• Finite time identification in unstable linear systems (Q1716481) (← links)
• Model checks for nonlinear cointegrating regression (Q1739588) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
• Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
• Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
• Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
• Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
• The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (Q2956056) (← links)
• A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
• LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
• Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
• Optimal Gamma Approximation on Wiener Space (Q5208903) (← links)
• An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q5272947) (← links)
• A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
• Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)