Pages that link to "Item:Q1099564"

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

Displaying 28 items.

• Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169473) (← links)
• Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (Q5177960) (← links)
• Optimal Gamma Approximation on Wiener Space (Q5208903) (← links)
• M-estimation for Moderate Deviations From a Unit Root (Q5249203) (← links)
• (Q5325806) (← links)
• BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL (Q5379414) (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
• ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL (Q5719156) (← links)
• REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES (Q5859554) (← links)
• Limit Theory for VARs with Mixed Roots Near Unity (Q5863571) (← links)
• IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
• Confidence intervals for autoregressive coefficients near one (Q5939172) (← links)
• An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)
• Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets (Q5948832) (← links)
• ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
• Penetrating sporadic return predictability (Q6090551) (← links)
• Tempered functional time series (Q6135345) (← links)
• Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)
• Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227) (← links)
• Identification-Robust Inference With Simulation-Based Pseudo-Matching (Q6190330) (← links)
• Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)
• Spatial correlation robust inference (Q6536502) (← links)
• Central limit theory for combined cross section and time series with an application to aggregate productivity shocks (Q6542441) (← links)
• Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model (Q6544927) (← links)
• Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance (Q6549186) (← links)
• Cramér's moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root (Q6569432) (← links)
• The Grid Bootstrap for Continuous Time Models (Q6620957) (← links)
• Testing for the extent of instability in nearly unstable processes (Q6655920) (← links)