The following pages link to (Q5687551):
Displaying 50 items.
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process (Q310648) (← links)
- Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables (Q333404) (← links)
- Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704) (← links)
- Jackknife estimation with a unit root (Q383929) (← links)
- Karhunen-Loève expansions for the detrended Brownian motion (Q449375) (← links)
- Unit roots in moving averages beyond first order (Q449984) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration (Q470074) (← links)
- Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869) (← links)
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
- On the correlations of trend-cycle errors (Q694914) (← links)
- Least squares estimators for unit root processes with locally stationary disturbance (Q764805) (← links)
- Functional convergence of stochastic integrals with application to statistical inference (Q765875) (← links)
- Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE (Q816600) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- Asymptotic distribution of the OLS estimator for a mixed spatial model (Q847426) (← links)
- On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (Q947255) (← links)
- Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448) (← links)
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach (Q1019484) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- Bootstrap tests for unit roots in seasonal autoregressive models (Q1593727) (← links)
- Prediction intervals for integrals of Gaussian random fields (Q1623768) (← links)
- Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651) (← links)
- A distributional identity for the bivariate Brownian bridge: a nontensor Gaussian field (Q1721722) (← links)
- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
- Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- Some elementary distribution theory for an autoregression fitted to a random walk. (Q1867745) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- Component-wise dimension reduction (Q1874088) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Functionals of complex Ornstein-Uhlenbeck processes. (Q1962940) (← links)
- Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation (Q2208403) (← links)
- Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
- Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (Q2270284) (← links)
- Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (Q2407792) (← links)
- Numerical inversion methods for computing approximate \(p\)-values (Q2432015) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Karhunen-Loève expansion for additive Slepian processes (Q2453929) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model (Q2482615) (← links)
