Pages that link to "Item:Q3440740"
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The following pages link to Uniform Limit Theory for Stationary Autoregression (Q3440740):
Displayed 47 items.
- Unit root log periodogram regression (Q277158) (← links)
- Limit theory for moderate deviations from a unit root (Q278238) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- Weak convergence in the near unit root setting (Q385116) (← links)
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- Mildly explosive autoregression under weak and strong dependence (Q527993) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- The limit theorem for dependent random variables with applications to autoregression models (Q646742) (← links)
- Mildly explosive autoregression with mixing innovations (Q684059) (← links)
- Smoothing local-to-moderate unit root theory (Q736676) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
- Testing epidemic change in nearly nonstationary process with statistics based on residuals (Q1685200) (← links)
- Functional central limit theorems for sums of nearly nonstationary processes (Q1943760) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
- Hybrid stochastic local unit roots (Q2295812) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process (Q2322647) (← links)
- Quantile inference for moderate deviations from a unit root model with infinite variance (Q2355271) (← links)
- Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (Q2407792) (← links)
- Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492) (← links)
- Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
- UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
- A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS (Q2886940) (← links)
- Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (Q3120659) (← links)
- Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
- DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS (Q3465606) (← links)
- REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)
- IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
- Inference for VARs identified with sign restrictions (Q4625062) (← links)
- Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
- ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS (Q5118572) (← links)
- Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
- Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (Q5177960) (← links)
- Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1) (Q5397931) (← links)
- BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD (Q5411513) (← links)
- On the inconsistency of the unrestricted estimator of the information matrix near a unit root (Q5427668) (← links)
- Asymptotic properties of bubble monitoring tests (Q5860992) (← links)
- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
- Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)
- Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)
- Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227) (← links)