The following pages link to (Q4884570):
Displaying 50 items.
- Chain Binomial Models and Binomial Autoregressive Processes (Q4649058) (← links)
- Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models (Q4677030) (← links)
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
- GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (Q4792117) (← links)
- On the Covariance Structure of Time Varying Bilinear Models (Q4795539) (← links)
- Spline Estimators of the Density Function of a Variable Measured with Error (Q4803400) (← links)
- LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
- Forecasting with serially correlated regression models (Q4826352) (← links)
- (Q4840215) (← links)
- (Q4862306) (← links)
- Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (Q4913960) (← links)
- Developments in Maximum Likelihood Unit Root Tests (Q4921617) (← links)
- Effect of autocorrelation estimators on the performance of the X̄ control chart (Q4960710) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Statistical estimation for heteroscedastic semiparametric regression model with random errors (Q4988817) (← links)
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (Q4999850) (← links)
- Slow-explosive AR(1) processes converging to random walk (Q5077410) (← links)
- Oracally efficient estimation and testing for an ARCH model with trend (Q5078550) (← links)
- Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520) (← links)
- Nonlinear least squares estimation of the periodic <i>EXPAR</i>(1) model (Q5093721) (← links)
- Consistency properties for the estimators of partially linear regression model under dependent errors (Q5107464) (← links)
- Harmonically Weighted Processes (Q5111777) (← links)
- Multivariate singular spectrum analysis for forecasting revisions to real-time data (Q5124910) (← links)
- Tests for random time effects and spatial error correlation in panel regression models (Q5169754) (← links)
- On least absolute deviation estimators for one-dimensional chirp model (Q5169774) (← links)
- Non-ergodic martingale estimating functions and related asymptotics (Q5169781) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
- ON DETECTION OF EPILEPTIC SEIZURE WITH AN APPROACH BASED ON POWER SPECTRAL DENSITY WITH AN AR MODEL (Q5229401) (← links)
- A STATISTICAL TEST OF VOLATILITY PERSISTENCE IN GARCH MODELS AND APPLICATION TO STOCK EXCHANGE (Q5229423) (← links)
- ROBUST RECURSIVE ANALYSIS OF SEASONAL MOVING AVERAGE MODELS (Q5237614) (← links)
- Testing for Breaks in Regression Models with Dependent Data (Q5280075) (← links)
- Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates (Q5280271) (← links)
- Comparison of periodogram tests (Q5290900) (← links)
- A seasonal analysis of riverflow trends (Q5290904) (← links)
- Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820) (← links)
- Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach (Q5309311) (← links)
- Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price (Q5389554) (← links)
- Jackknifed Liu estimator in linear regression models (Q5400133) (← links)
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
- Censored time series analysis with autoregressive moving average models (Q5421218) (← links)
- Consistent testing for non‐correlation of two cointegrated ARMA time series (Q5421219) (← links)
- Simple linear regression with multiple level shifts (Q5449244) (← links)
- Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125) (← links)
- Testing a Unit Root Based on Aggregate Time Series (Q5457983) (← links)
- Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs (Q5467621) (← links)
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift (Q5475376) (← links)
- Imputation using response probability (Q5476457) (← links)
- (Q5478309) (← links)
- Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation (Q5487364) (← links)
- Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails (Q5490566) (← links)
