Pages that link to "Item:Q1116576"

The following pages link to Limiting distributions of least squares estimates of unstable autoregressive processes (Q1116576):

Displaying 24 items.

• Seasonal integration and cointegration (Q106272) (← links)
• Tests of stationarity against a change in persistence (Q135904) (← links)
• Nonparametric likelihood inference for general autoregressive models (Q257487) (← 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)
• Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
• Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
• Modified tests for variance changes in autoregressive regression (Q632729) (← links)
• Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
• A divergence test for autoregressive time series models (Q634835) (← links)
• Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
• Functional convergence of stochastic integrals with application to statistical inference (Q765875) (← links)
• Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (Q947255) (← links)
• A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937) (← links)
• Cointegrated processes with infinite variance innovations (Q1296604) (← links)
• Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
• A likelihood ratio type test for invertibility in moving average processes (Q1623545) (← links)
• A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
• Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
• Bernstein--Frechet inequalities for the parameter of the first order autoregressive process (Q1775077) (← links)