Pages that link to "Item:Q1171857"

The following pages link to Estimation of the parameters of stochastic difference equations (Q1171857):

Displaying 16 items.

• Decomposition of an autoregressive process into first order processes (Q272090) (← links)
• Mean estimation bias in least squares estimation of autoregressive processes (Q1058799) (← links)
• Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
• Regression with integrated regressors (Q1378823) (← links)
• On limiting distributions in explosive autoregressive processes (Q1379906) (← links)
• The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (Q1962152) (← links)
• Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
• A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
• Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
• Least squares estimation of the coefficients of a partially explosive model, with polynomial regressions of same degree, generating a pair of related time series (Q3470024) (← links)
• Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component (Q3473131) (← links)
• Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821) (← links)
• Pfriodograms of unit root time series: distributions and tests (Q4383747) (← links)
• DIFFERENCING MULTIPLE TIME SERIES: ANOTHER LOOK AT CANADIAN MONEY AND INCOME DATA (Q4743618) (← links)
• Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (Q4842700) (← links)
• STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614) (← links)