Pages that link to "Item:Q3285965"
From MaRDI portal
The following pages link to Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations (Q3285965):
Displayed 23 items.
- On the bias of the least squares estimator for the first order autoregressive process (Q909399) (← links)
- Predictors for the first-order autoregressive process (Q1055137) (← links)
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes (Q1136460) (← links)
- Asymptotic properties of dynamic stochastic parameter estimates. III (Q1218709) (← links)
- Convergence theorems on the least square estimators of the structural parameters of a linear explosive model (Q1230490) (← links)
- Least squares and stochastic difference equations (Q1237343) (← links)
- Asymptotic properties of dynamic stochastic parameter estimates (Q1241000) (← links)
- On strong consistency of least squares identification algorithms (Q1254224) (← links)
- Testing the exogeneity specification in the complete dynamic simultaneous equation model (Q1256287) (← links)
- Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
- Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (Q1838257) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- The life and work of M. M. Rao (Q2324161) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Instability detection of ARMA systems based on AR system identification (Q2430964) (← links)
- Theory of lower bounds for risk functions in estimation (Q2625430) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- Inference in stochastic processes. II (Q4049988) (← links)
- Mean-square convergence of least-squares identification of white-noise-driven time-series models (Q4166672) (← links)
- Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821) (← links)
- Optimized adaptive prediction (Q5123722) (← links)
- Some inference theorems in stochastic processes (Q5601977) (← links)
- Large and moderate deviations upper bounds for the Gaussian autoregressive process (Q5934105) (← links)