Pages that link to "Item:Q3800934"
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The following pages link to Towards a unified asymptotic theory for autoregression (Q3800934):
Displaying 50 items.
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- Testing for trends in correlated data (Q1304090) (← links)
- Testing the null of stationarity for multiple time series (Q1305677) (← links)
- The distribution of the Durbin-Watson statistic in integrated and near-integrated models (Q1318978) (← links)
- Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Temporal aggregation and the power of tests for a unit root (Q1343374) (← links)
- Asymptotic accuracy of the least-squares estimates in nearly nonstationary autoregressive models (Q1366380) (← links)
- Near-integration and deterministic trends (Q1370197) (← links)
- Asymptotic inference for near unit roots in spatial autoregression (Q1372855) (← links)
- On convergence of multivariate Laplace transforms (Q1380576) (← links)
- On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion (Q1629646) (← links)
- Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
- A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
- Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions (Q1676649) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- Sensitivity of the Hermite rank (Q1730932) (← links)
- A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes (Q1801818) (← links)
- Effects of data aggregation on the power of tests for a unit root. A simulation study (Q1802083) (← links)
- Asymptotics of tests for a unit root in autoregression (Q1866241) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
- Unit root tests for seasonal models with deterministic trends (Q1907886) (← links)
- Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
- Hypothesis testing in a fractional Ornstein-Uhlenbeck model (Q1929673) (← links)
- Unified asymptotic theory for nearly unstable AR(\(p\)) processes (Q1940239) (← links)
- Functional central limit theorems for sums of nearly nonstationary processes (Q1943760) (← links)
- Spurious spatial regression with equal weights (Q1957158) (← links)
- Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
- Understanding the effect of technology shocks in SVARs with long-run restrictions (Q1994424) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
- Inference for the Lee-Carter model with an AR(2) process (Q2152250) (← links)
- On the long-run fluctuations of inheritance in two-sector OLG models (Q2164315) (← links)
- Deviation inequalities for stochastic approximation by averaging (Q2169079) (← links)
