Pages that link to "Item:Q5487364"
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The following pages link to Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation (Q5487364):
Displaying 25 items.
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
- On the sample variance of explosive random coefficient autoregressive processes (Q654252) (← links)
- Some characterizations of non-ergodic estimating functions for stochastic processes (Q892894) (← 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)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
- A new non-linear \(AR(1)\) time series model having approximate beta marginals (Q1938875) (← links)
- Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors (Q2131930) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808) (← links)
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models (Q2816875) (← links)
- Tests Based on Simplicial Depth for AR(1) Models With Explosion (Q2830680) (← links)
- UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
- A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model (Q2979975) (← links)
- Slow-explosive AR(1) processes converging to random walk (Q5077410) (← links)
- Non-ergodic martingale estimating functions and related asymptotics (Q5169781) (← links)
- NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
- Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence (Q5739174) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- Testing for random coefficient autoregressive and stochastic unit root models (Q6039127) (← links)
