The following pages link to Asymptotics for linear processes (Q1193361):
Displaying 50 items.
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Maximum score estimation of a nonstationary binary choice model (Q899516) (← links)
- On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (Q947255) (← links)
- The invariance principle for linear multi-parameter stochastic processes generated by associated fields (Q958960) (← links)
- Monitoring parameter change in AR\((p)\) time series models (Q1002353) (← links)
- On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
- A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process (Q1020716) (← links)
- Asymptotic normality for random sums of linear processes (Q1209666) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- Testing the null of stationarity for multiple time series (Q1305677) (← links)
- The spurious effect of unit roots on vector autoregressions. An analytical study (Q1314477) (← links)
- On the power of unit root tests against fractional alternatives (Q1327982) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Random central limit theorem for the linear process generated by a strong mixing process (Q1373989) (← links)
- Regression with integrated regressors (Q1378823) (← links)
- A note on the residual empirical process in autoregressive models (Q1380552) (← links)
- Weak convergence of multivariate fractional processes (Q1411878) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE (Q1591158) (← links)
- A look at the quality of the approximation of the functional central limit theorem (Q1606288) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
- Cointegration in singular ARMA models (Q1673429) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651) (← links)
- On trend breaks and initial condition in unit root testing (Q1695693) (← links)
- Weak law of large numbers for linear processes (Q1701324) (← links)
- Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
- Bounded integrated processes and unit root tests (Q1766955) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- Uniform convergence of sample second moments of families of time series arrays. (Q1848885) (← links)
- The KPSS test with seasonal dummies (Q1852916) (← links)
- Nonlinear IV unit root tests in panels with cross-sectional dependency. (Q1858972) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- New unit root asymptotics in the presence of deterministic trends. (Q1867744) (← links)
- Some elementary distribution theory for an autoregression fitted to a random walk. (Q1867745) (← links)
- Index models with integrated time series (Q1870096) (← links)
- A permanent-transitory decomposition for ARFIMA processes (Q1878834) (← links)
