Asymptotic properties of dynamic stochastic parameter estimates. III
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Publication:1218709
Cites work
- Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations
- Dynamic Stochastic Processes
- scientific article; zbMATH DE number 3131469 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- scientific article; zbMATH DE number 3062534 (Why is no real title available?)
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- On the Statistical Treatment of Linear Stochastic Difference Equations
- The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
Cited in
(11)- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
- Least squares and stochastic difference equations
- On strong consistency of least squares identification algorithms
- Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models
- Large sample estimation in nonstationary autoregressive processes with multiple observations
- On limiting distributions in explosive autoregressive processes
- Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
- Explosive strong periodic autoregression with multiplicity one
- Decomposition of an autoregressive process into first order processes
- On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes
- Recursive solution methods for dynamic linear rational expectations models
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