Pages that link to "Item:Q5844508"
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The following pages link to On the Statistical Treatment of Linear Stochastic Difference Equations (Q5844508):
Displaying 50 items.
- Decomposition of an autoregressive process into first order processes (Q272090) (← links)
- Asymptotic results for polygonal processes related to an autoregression (Q393009) (← links)
- A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data (Q498021) (← links)
- The limit theorem for dependent random variables with applications to autoregression models (Q646742) (← links)
- On some moments and distributions occurring in the theory of linear stochastic processes. I (Q770011) (← links)
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
- A practical method for outlier detection in autoregressive time series modelling (Q911203) (← links)
- A small sample confidence interval for autoregressive parameters (Q951044) (← links)
- Connections, context, and community: Abraham Wald and the sequential probability ratio test (Q972575) (← links)
- Iterated limits and the moderate deviation for dependent variables (Q973805) (← links)
- Integrated functionals of normal and fractional processes (Q1009478) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
- Parametric identification of transient electromagnetic systems (Q1052169) (← links)
- Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros (Q1057608) (← links)
- Convergence of least squares learning mechanisms in self-referential linear stochastic models (Q1120451) (← links)
- The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523) (← links)
- Nearly unstable AR models with coefficient matrices in Jordan normal form (Q1125015) (← links)
- On the asymptotic normality and independence of the sample partial autocorrelations for an autoregressive process (Q1143731) (← links)
- A comparative analysis of various least-squares identification algorithms (Q1155574) (← links)
- Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances (Q1185832) (← links)
- Asymptotic properties of dynamic stochastic parameter estimates. III (Q1218709) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- Asymptotic properties of autoregressive integrated moving average processes (Q1226830) (← links)
- Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I (Q1231371) (← links)
- Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models (Q1234155) (← links)
- Least squares and stochastic difference equations (Q1237343) (← links)
- Consistency and asymptotic normality of least squares estimates used in linear systems identification (Q1237687) (← links)
- Adaptive estimates for autoregressive processes (Q1240007) (← links)
- Asymptotic properties of dynamic stochastic parameter estimates (Q1241000) (← links)
- On strong consistency of least squares identification algorithms (Q1254224) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- Harmonizable processes and inference: Unbiased prediction for stochastic flows (Q1330192) (← links)
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
- On limiting distributions in explosive autoregressive processes (Q1379906) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- The law of iterated logarithm for autoregressive processes (Q1719508) (← links)
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
- Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (Q1838257) (← links)
- Approximate solution methods for linear stochastic difference equations (Q1838770) (← links)
- Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al (Q1868992) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- Parameter estimation of random fields with long-range dependence (Q1894051) (← 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)
- Hypothesis testing in a fractional Ornstein-Uhlenbeck model (Q1929673) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- On parameter estimation for critical affine processes (Q1951130) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- Functionals of complex Ornstein-Uhlenbeck processes. (Q1962940) (← links)
