The following pages link to (Q4884570):
Displaying 50 items.
- Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible \(\mathrm{ARMA}(p,q)\) model (Q2852485) (← links)
- Constrained spline regression in the presence of AR(p) errors (Q2863052) (← links)
- An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise (Q2877526) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- Testing equality of stationary autocovariances (Q3077653) (← links)
- The restricted likelihood ratio test at the boundary in autoregressive series (Q3077666) (← links)
- The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (Q3155648) (← links)
- ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
- A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
- Seasonality analysis of time series in partial linear models (Q3182736) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
- Asymptotic variance–covariance matrix of sample autocorrelations for threshold-asymmetric GARCH processes (Q3396477) (← links)
- Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models (Q3440753) (← links)
- Simulation of Real Discrete Time Gaussian Multivariate Stationary Processes with Given Spectral Densities (Q3452740) (← links)
- The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms (Q3458103) (← links)
- Equivalent sample sizes in time series regressions (Q3497818) (← links)
- Using the HEGY Procedure When Not All Roots Are Present (Q3505337) (← links)
- A new estimator for the unit root (Q3518405) (← links)
- A weighted symmetric cointegration test (Q3518408) (← links)
- Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
- A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)
- Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
- Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831) (← links)
- Using least squares to generate forecasts in regressions with serial correlation (Q3552838) (← links)
- The impact of fat-tailed distributions on some leading unit roots tests (Q3591843) (← links)
- Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657) (← links)
- Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- REGRESSION-BASED SEASONAL UNIT ROOT TESTS (Q3632432) (← links)
- Residual variance estimation in moving average models (Q4269936) (← links)
- Control charts for time series (Q4378947) (← links)
- Pfriodograms of unit root time series: distributions and tests (Q4383747) (← links)
- Bootstrapping unit root tests for integrated processes (Q4431630) (← links)
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
- A CHARACTERIZATION OF GENERALIZED PARETO DISTRIBUTIONS BY PROGRESSIVE CENSORING SCHEMES AND GOODNESS-OF-FIT TESTS (Q4449044) (← links)
- A Sieve Bootstrap For The Test Of A Unit Root (Q4455657) (← links)
- Tests for non-correlation of two cointegrated ARMA time series (Q4455672) (← links)
- Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367) (← links)
- Asymptotic inference for nearly unstable INAR(1) models (Q4462701) (← links)
- A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
- TESTING FOR LINEAR DEPENDENCE IN HEAVY-TAILED DATA (Q4540748) (← links)
- SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR (Q4540749) (← links)
- A test of homogeneity for autoregressive processes (Q4545946) (← links)
- A semiparametric estimator of the distribution function of a variable measured with error (Q4550625) (← links)
- On LM type tests for seasonal unit roots in quarterly data (Q4551779) (← links)
- Wavelet analysis of uniformly time-modulated processes (Q4563516) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
