Pages that link to "Item:Q5844508"

The following pages link to On the Statistical Treatment of Linear Stochastic Difference Equations (Q5844508):

Displaying 50 items.

• Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
• A novel approach to exponential stability in mean square of stochastic difference systems with delays (Q2086991) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511) (← links)
• Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
• Periodogram ordinate: spatial model with near unit roots and dependent errors (Q2288774) (← links)
• Statistical inference for time series with non-precise data (Q2302790) (← links)
• Sequential fixed accuracy estimation for nonstationary autoregressive processes (Q2304245) (← links)
• Instability detection of ARMA systems based on AR system identification (Q2430964) (← links)
• Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes (Q2442687) (← links)
• Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
• Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression (Q2489787) (← links)
• Approximate confidence sets for a stationary \(AR(p)\) process (Q2495839) (← links)
• Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations (Q2517098) (← links)
• Random difference equations occurring in one-compartment models (Q2529890) (← links)
• On the use of a linear model for the identification of feedback systems (Q2540124) (← links)
• Power spectrum estimation through autoregressive model fitting (Q2546761) (← links)
• System identification. A survey (Q2547187) (← links)
• A useful central limit theorem for m-dependent variables (Q2550245) (← links)
• Autoregressive model fitting for control (Q2558847) (← links)
• High-dimensional VARs with common factors (Q2688656) (← links)
• Least-squares tests of time-series,invention effects with and without autocorrelations (Q2774406) (← links)
• Writing ``the probability approach'' with nowhere to go: Haavelmo in the United States, 1939--1944 (Q2886967) (← links)
• Statistical Methods for Stochastic Differential Equations (Q3075656) (← links)
• ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
• ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH (Q3333928) (← links)
• Convergence of least-squares dynamic system identification with finite-accuracy data (Q3338077) (← links)
• OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES (Q3359620) (← links)
• Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series (Q3505309) (← links)
• A new estimator for the unit root (Q3518405) (← links)
• A UNIFIED APPROACH TO CONFIDENCE BOUNDS FOR THE AUTOREGRESSIVE SPECTRAL ESTIMATOR (Q3685049) (← links)
• (Q3798098) (← links)
• Regression with autoregressive errors-some asymptotic results (Q3823010) (← links)
• Consistent estimates of parameters in noisy dynamical systems† (Q3863805) (← links)
• Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction (Q3928871) (← links)
• Das Einfachheitspostulat in Wissenschaftstheorie und Ökonometrie (Q3936078) (← links)
• On the identifiability of linear dynamic systems (Q4041393) (← links)
• Estimation of upper bounds of errors in identifying autoregressive models (Q4045935) (← links)
• Inference in stochastic processes. II (Q4049988) (← links)
• Derivation of ARMA parameters and orders from pure AR models (Q4076631) (← links)
• Non-stationary parameter estimation for small sample situations: A comparison of methods (Q4079455) (← links)
• An order-testing criterion for mixed autoregressive moving average processes (Q4109151) (← links)
• Convergence of least squares parameter estimates of weakly stationary time series models driven by uncorrelated processes (Q4130256) (← links)
• Convergence of least squares identification algorithms applied to unstable stochastic processes (Q4132356) (← links)
• Mean-square convergence of least-squares identification of white-noise-driven time-series models (Q4166672) (← links)
• The asymptotic joint distribution of the estimated autoregressive coefficients (Q4168843) (← links)
• Estimating the order of moving average models: the max X²method (Q4172824) (← links)
• Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821) (← links)
• Testing for dependence in the input to a linear time series model (Q4345896) (← links)
• Identification of predictor and filter parameters by ARMA methods† (Q4404756) (← links)