Pages that link to "Item:Q1099564"

The following pages link to Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564):

Displaying 50 items.

• Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372) (← links)
• Asymptotic inference for near unit roots in spatial autoregression (Q1372855) (← links)
• On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
• A likelihood ratio type test for invertibility in moving average processes (Q1623545) (← links)
• Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion (Q1629646) (← links)
• Perpetual learning and apparent long memory (Q1657333) (← links)
• Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
• On spurious regressions with partial unit root processes (Q1672774) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• Bounded integrated processes and unit root tests (Q1766955) (← links)
• Asymptotic inference for a nearly unstable sequence of stationary spatial AR models (Q1771437) (← links)
• Limit theory for mildly integrated process with intercept (Q1787286) (← links)
• Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
• Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance (Q1822873) (← links)
• Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
• Asymptotic behaviour of the least squares estimator of the mean of AR(1) models (Q1882114) (← links)
• Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
• Canonical correlation and reduction of multiple time series (Q1895419) (← links)
• The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
• Structural change and unit roots (Q1909372) (← links)
• Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
• Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (Q1921241) (← links)
• On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
• Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
• Understanding the effect of technology shocks in SVARs with long-run restrictions (Q1994424) (← links)
• Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
• CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
• Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
• Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
• Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk (Q2132026) (← links)
• A new test of asset return predictability with an unstable predictor (Q2209589) (← links)
• Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511) (← links)
• Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
• Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
• Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
• Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
• Hybrid stochastic local unit roots (Q2295812) (← links)
• Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
• Martingale decomposition and approximations for nonlinearly dependent processes (Q2322644) (← links)
• Nonparametric predictive regression (Q2343822) (← links)
• Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
• Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
• Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
• Low-frequency robust cointegration testing (Q2439861) (← links)
• Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492) (← links)