Pages that link to "Item:Q1116582"

The following pages link to On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models (Q1116582):

Displaying 17 items.

• Decomposition of an autoregressive process into first order processes (Q272090) (← links)
• Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515) (← links)
• On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models (Q1203944) (← links)
• Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
• Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
• On a singularity occurring in a self-correcting point process model (Q1335344) (← links)
• Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
• On limiting distributions in explosive autoregressive processes (Q1379906) (← links)
• Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
• Deviation probability bound for martingales with applications to statistical estimation (Q1970829) (← links)
• The empirical likelihood goodness-of-fit test for regression models (Q2454656) (← links)
• Bayesian prediction and model selection for locally asymptotically mixed normal models (Q2455737) (← links)
• Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations (Q2517098) (← links)
• Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821) (← links)
• <i>M</i>‐Estimation for regressions with integrated regressors and arma errors (Q4828182) (← links)
• STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614) (← links)
• Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling (Q6594923) (← links)