The following pages link to (Q3696348):
Displaying 18 items.
- An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
- On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
- Bias correction in ARMA models (Q1324594) (← links)
- Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend (Q1400129) (← links)
- Modified unit root tests and momentum threshold autoregressive processes. (Q1423155) (← links)
- Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175) (← links)
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
- A general result on the estimation bias of ARMA models (Q1643799) (← links)
- Estimation bias and feasible conditional forecasts from the first-order moving average model (Q1695568) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- Size and power properties of powerful unit root tests in the presence of variance breaks (Q1852532) (← links)
- Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315) (← links)
- Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model (Q2068980) (← links)
- Approximate confidence sets for a stationary \(AR(p)\) process (Q2495839) (← links)
- Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
- Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? (Q4563388) (← links)
- CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL (Q4837789) (← links)
- Local Parametric Estimation in High Frequency Data (Q6626343) (← links)
