Pages that link to "Item:Q3361763"
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The following pages link to A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept (Q3361763):
Displayed 22 items.
- Testing for unit roots with flow data and varying sampling frequency (Q269226) (← links)
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
- Double asymptotics for explosive continuous time models (Q284296) (← links)
- Limit theory for an explosive autoregressive process (Q498795) (← links)
- Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
- A small sample confidence interval for autoregressive parameters (Q951044) (← links)
- Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
- Structural change and unit roots (Q1909372) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
- The limiting distribution of the least‐squares estimator in nearly integrated seasonal models (Q4021166) (← links)
- POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS (Q4561952) (← links)
- DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (Q4817928) (← links)
- Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (Q4860428) (← links)
- TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (Q4892828) (← links)
- UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
- HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) (← links)
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)