Pages that link to "Item:Q1057607"
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The following pages link to The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend (Q1057607):
Displaying 50 items.
- Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449) (← links)
- On local asymptotic normality for functional autoregressive processes (Q276983) (← links)
- Local asymptotic normality of Hilbertian autoregressive processes (Q282874) (← links)
- Affine-invariant rank tests for multivariate independence in independent component models (Q309594) (← links)
- Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
- A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
- A class of optimal tests for symmetry based on local Edgeworth approximations (Q638770) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- On the singularity of multivariate skew-symmetric models (Q968495) (← links)
- Optimal detection of Fechner-asymmetry (Q1031761) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Adaptive estimation in time series regression models (Q1203090) (← links)
- Local asymptotic normality for multivariate linear processes (Q1316604) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Asymptotic optimal inference for a class of nonlinear time series models (Q1802320) (← links)
- Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
- Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. (Q1848967) (← links)
- Efficient estimation in a semiparametric additive regression model with autoregressive errors (Q1915842) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression (Q2215956) (← links)
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
- LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Test for periodicity in restrictive EXPAR models (Q2815943) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- Adaptive R-Estimation in Autoregressions (Q3155267) (← links)
- STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS (Q3444868) (← links)
- Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions (Q3648628) (← links)
- Adaptive Estimation of Causal Periodic Autoregressive Model (Q3652708) (← links)
- Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716) (← links)
- LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE (Q3810746) (← links)
- Regression with autoregressive errors-some asymptotic results (Q3823010) (← links)
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
- Local asymptotic normality for multivariate nonlinear AR processes (Q4542936) (← links)
- (Q5066205) (← links)
- Local asymptotic normality for long-memory process with strong mixing noises (Q5077223) (← links)
- Local asymptotic normality for a periodically time varying long memory parameter (Q5081036) (← links)
- Adaptive test for periodicity in restrictive EXPAR(p) models (Q5095993) (← links)
- Likelihood Ratio Processes under Nonstandard Settings (Q5097174) (← links)
- Efficient pseudo-Gaussian and rank-based detection of random regression coefficients (Q5114480) (← links)
- Models for circular data from time series spectra (Q5135323) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- Optimal tests for random effects in linear mixed models (Q5859822) (← links)
- LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS (Q6078286) (← links)
