Pages that link to "Item:Q527991"
From MaRDI portal
The following pages link to Mean and autocovariance function estimation near the boundary of stationarity (Q527991):
Displaying 4 items.
- Weak convergence in the near unit root setting (Q385116) (← links)
- Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (Q1650294) (← links)
- Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (Q2407792) (← links)
- On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors (Q5135328) (← links)
