Pages that link to "Item:Q1116576"
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The following pages link to Limiting distributions of least squares estimates of unstable autoregressive processes (Q1116576):
Displaying 50 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)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← 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)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Unit roots in moving averages beyond first order (Q449984) (← links)
- Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
- On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← 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)
- On non-stationary threshold autoregressive models (Q638764) (← links)
- Spurious deterministic seasonality (Q672885) (← 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)
- Stochastic integral convergence: a white noise calculus approach (Q887252) (← 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)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- LR cointegration tests when some cointegrating relations are known (Q998890) (← links)
- A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937) (← links)
- Nearly unstable multidimensional AR processes (Q1130386) (← links)
- Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
- Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
- Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
- Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
- Some tests for unit roots in seasonal time series with deterministic trends (Q1209458) (← links)
- Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
- Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (Q1286665) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416) (← links)
- Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← links)
- Testing the null of stationarity for multiple time series (Q1305677) (← links)
- The spurious effect of unit roots on vector autoregressions. An analytical study (Q1314477) (← links)
- Testing for a unit root by frequency domain regression (Q1314478) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
- Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
- Regression with integrated regressors (Q1378823) (← links)
- On limiting distributions in explosive autoregressive processes (Q1379906) (← links)
- Iterated logarithm law for sample generalized partial autocorrelations (Q1380590) (← links)
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
- A statistically and computationally efficient method for frequency estimation (Q1411875) (← links)
