Pages that link to "Item:Q806871"
From MaRDI portal
The following pages link to Gaussian likelihood estimation for nearly nonstationary AR(1) processes (Q806871):
Displaying 6 items.
- A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
- Robust estimators and probability integral transformations (Q596967) (← links)
- Asymptotic accuracy of the least-squares estimates in nearly nonstationary autoregressive models (Q1366380) (← links)
- New statistical investigations of the Ornstein-Uhlenbeck process. (Q1416277) (← links)
- Bayesian prediction for stochastic processes: theory and applications (Q2352338) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
