Pages that link to "Item:Q3816872"
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The following pages link to The Parameter Inference for Nearly Nonstationary Time Series (Q3816872):
Displaying 25 items.
- Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← links)
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- Priors for unit root models (Q1126464) (← links)
- The distribution of the Durbin-Watson statistic in integrated and near-integrated models (Q1318978) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
- Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
- F-test for seasonal differencing with a break-point (Q1378766) (← links)
- Identifying stationary series in panels: a Monte Carlo evaluation of sequential panel selection methods (Q1667980) (← links)
- The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
- Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (Q1921241) (← links)
- Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
- Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk (Q2132026) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (Q2956056) (← links)
- A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING (Q3197159) (← links)
- The limiting distribution of the least‐squares estimator in nearly integrated seasonal models (Q4021166) (← links)
- On the nearly nonstationary seasonal time series (Q4203660) (← links)
- Parameter inference for time series with regular and seasonal unit roots (Q4843756) (← links)
- Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (Q4860428) (← links)
- ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES (Q4870527) (← links)
- Slow-explosive AR(1) processes converging to random walk (Q5077410) (← links)
- I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? (Q5080444) (← links)
