Pages that link to "Item:Q4021166"
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The following pages link to The limiting distribution of the least‐squares estimator in nearly integrated seasonal models (Q4021166):
Displayed 3 items.
- Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
- Parameter inference for time series with regular and seasonal unit roots (Q4843756) (← links)
- ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL (Q5719156) (← links)