Pages that link to "Item:Q4748989"
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The following pages link to ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS (Q4748989):
Displaying 10 items.
- Least squares estimators for unit root processes with locally stationary disturbance (Q764805) (← links)
- Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process (Q802264) (← links)
- On exponential rates of estimators of the parameter in the first-order autoregressive process (Q1265988) (← links)
- Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes (Q1332745) (← links)
- Asymptotics of tests for a unit root in autoregression (Q1866241) (← links)
- Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion (Q1928376) (← links)
- Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
- Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression (Q2513928) (← links)
- The Cornish-Fisher expansion for a class of statistics in first order autoregression (Q3178631) (← links)
- Higher order approximations for autocovariances from linear processes with applications (Q3782624) (← links)
