The following pages link to Daisuke Nagakura (Q528011):
Displaying 9 items.
- Spurious regressions in technical trading (Q528012) (← links)
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- A note on the two assumptions of standard unobserved components models (Q1934846) (← links)
- Explicit vector expression of exact score for time series models in state space form (Q2360942) (← links)
- Further results on the vecd operator and its applications (Q5077187) (← links)
- Computing exact score vectors for linear Gaussian state space models (Q5082701) (← links)
- On the relationship between the matrix operators, vech and vecd (Q5160251) (← links)
- Testing for random coefficient autoregressive and stochastic unit root models (Q6039127) (← links)
