Pages that link to "Item:Q1099564"
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The following pages link to Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564):
Displaying 50 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
- Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Decomposition of an autoregressive process into first order processes (Q272090) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- Limit theory for moderate deviations from a unit root (Q278238) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Weak convergence in the near unit root setting (Q385116) (← links)
- Parameter estimation in a spatial unilateral unit root autoregressive model (Q413780) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- On the variances of a spatial unit root model (Q647147) (← links)
- A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← links)
- Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
- Mildly explosive autoregression with mixing innovations (Q684059) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Edgeworth expansions for realized volatility and related estimators (Q737276) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
- Hypothesis testing for nearly nonstationary autoregressive models (Q911201) (← links)
- Asymptotic inference for unit roots in spatial triangular autoregression (Q996728) (← links)
- On the least squares estimator in a nearly unstable sequence of stationary spatial AR models (Q1002350) (← links)
- Hypotheses testing: Poisson versus stress-release (Q1007422) (← links)
- Integrated functionals of normal and fractional processes (Q1009478) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
- Priors for unit root models (Q1126464) (← links)
- Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances (Q1185832) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- Limit theorem for large deviations probabilities of certain forms (Q1291240) (← links)
- Testing for trends in correlated data (Q1304090) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
- Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
- Asymptotic accuracy of the least-squares estimates in nearly nonstationary autoregressive models (Q1366380) (← links)
- Near-integration and deterministic trends (Q1370197) (← links)
- Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372) (← links)
- Asymptotic inference for near unit roots in spatial autoregression (Q1372855) (← links)
- On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
- A likelihood ratio type test for invertibility in moving average processes (Q1623545) (← links)
- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion (Q1629646) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
