Pages that link to "Item:Q802264"
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The following pages link to Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process (Q802264):
Displaying 13 items.
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855) (← links)
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes (Q1088354) (← links)
- On exponential rates of estimators of the parameter in the first-order autoregressive process (Q1265988) (← links)
- Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
- Bias-correction of some estimators in the INAR(1) process (Q2670790) (← links)
- Higher order approximations for autocovariances from linear processes with applications (Q3782624) (← links)
- Regression with autoregressive errors-some asymptotic results (Q3823010) (← links)
- APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS (Q4012955) (← links)
- THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (Q4715707) (← links)
- (Q6045882) (← links)
- Second-order robustness for time series inference (Q6155084) (← links)
