The following pages link to (Q4884570):
Displaying 50 items.
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- On the asymptotic joint distribution of sample space-time covariance estimators (Q1002584) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- Time series in the time domain (Q1066594) (← links)
- A test sensitive to extreme hidden periodicities (Q1127995) (← links)
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references (Q1262064) (← links)
- Recursive mean adjustment in time-series inferences (Q1284588) (← links)
- On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
- Parametric covariance models for shock-induced stochastic processes (Q1298942) (← links)
- Testing for trends in correlated data (Q1304090) (← links)
- Estimation of stochastic volatility models via Monte Carlo maximum likelihood (Q1305633) (← links)
- Semiparametric unit root tests based on symmetric estimators (Q1380585) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend (Q1400129) (← links)
- Nonlinear instrumental variable estimation of an autoregression. (Q1421319) (← links)
- Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
- On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
- On the relationship between the theory of cointegration and the theory of phase synchronization (Q1630395) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- Ergodic for the mean (Q1672799) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- Estimation and asymptotic covariance matrix for stochastic volatility models (Q1697869) (← links)
- A frequentist approach to Bayesian asymptotics (Q1792448) (← links)
- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
- An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
- Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190) (← links)
- Local polynomial regresssion estimators in survey sampling. (Q1848812) (← links)
- Size and power properties of powerful unit root tests in the presence of variance breaks (Q1852532) (← links)
- Linear Toeplitz covariance structure models with optimal estimators of variance components (Q1855356) (← links)
- Nonlinear IV unit root tests in panels with cross-sectional dependency. (Q1858972) (← links)
- Asymptotics of tests for a unit root in autoregression (Q1866241) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315) (← links)
- On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331) (← links)
- Normalizations for periodogram-based unit root tests. (Q1871345) (← links)
- The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models (Q1871691) (← links)
- Estimators of error covariance matrices for small area prediction (Q1927078) (← links)
- Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156) (← links)
- Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) (← links)
- Stable and generalized-\(t\) distributions and applications (Q1948247) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Asymptotic results for spatial causal ARMA models (Q1952040) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (Q1955291) (← links)
- New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) (← links)
- Functional approach to the asymptotic normality of the nonlinear least squares estimator (Q1962140) (← links)
- Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
