The following pages link to David P. Hasza (Q1055136):
Displaying 12 items.
- Predictors for the first-order autoregressive process (Q1055137) (← links)
- Estimation for autoregressive processes with unit roots (Q1132485) (← links)
- Estimation of the parameters of stochastic difference equations (Q1171857) (← links)
- Testing for nonstationary parameter specifications in seasonal time series models (Q1836456) (← links)
- PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT (Q3745107) (← links)
- A note on maximum likelihood estimation for the first-order autoregressive process (Q3909882) (← links)
- The Asymptotic Distribution of the Sample Autocorrelations for an Integrated ARMA Process (Q3911856) (← links)
- Properties of Predictors for Autoregressive Time Series (Q3917388) (← links)
- Sequential Fixed-Width Confidence Interval for a Function of the Parameters (Q3942256) (← links)
- Corrigenda: Properties of Predictors for Autoregressive Time Series (Q4742201) (← links)
- Testing for Unit Roots in Seasonal Time Series (Q5185869) (← links)
