Pages that link to "Item:Q4677016"

The following pages link to Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (Q4677016):

Displaying 24 items.

• Effect of aggregation on estimators in AR(1) sequence (Q619121) (← links)
• Aggregation of isotropic autoregressive fields (Q719483) (← links)
• Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
• Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
• Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913) (← links)
• Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
• Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
• Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752) (← links)
• Contemporaneous aggregation of linear dynamic models in large economies (Q2439052) (← links)
• A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
• From short to long memory: aggregation and estimation (Q2445699) (← links)
• Orthogonal series density estimation in a disaggregation scheme (Q2495826) (← links)
• The aggregation of dynamic relationships caused by incomplete information (Q2511791) (← links)
• Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
• CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES (Q2933188) (← links)
• Repeated Confidence Intervals Under Fractional Brownian Motion in Long-Term Clinical Trials (Q3102867) (← links)
• Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (Q3298819) (← links)
• AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
• Asymptotic normality of the mixture density estimator in a disaggregation scheme (Q3569212) (← links)
• Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← links)
• Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)