Pages that link to "Item:Q1056499"

The following pages link to Consistency properties of least squares estimates of autoregressive parameters in ARMA models (Q1056499):

Displaying 25 items.

• Estimating linear representations of nonlinear processes (Q111924) (← links)
• Asymptotic inference in regression models with autoregressive errors having roots on the unit circle (Q899769) (← links)
• Estimation of parameters in ARUMA models (Q917202) (← links)
• On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model (Q1123524) (← links)
• Estimation of the parameters for unstable AR models (Q1916494) (← links)
• Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
• Instability detection of ARMA systems based on AR system identification (Q2430964) (← links)
• Bias correction for outlier estimation in time series (Q2500646) (← links)
• ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
• ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3354942) (← links)
• The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms (Q3458103) (← links)
• Distribution asymptotique des autocorrélations d'un processus saisonnier non stationnaire (Q3470008) (← links)
• Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
• Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞) (Q4337774) (← links)
• ESTIMATION OF THE NON-STATIONARY FACTOR IN ARUMA MODELS (Q4696578) (← links)
• A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE (Q4728066) (← links)
• DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE (Q4728067) (← links)
• About estimation of ARIMA process with strong mixing MA part (Q4806335) (← links)
• LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES (Q4864576) (← links)
• Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (Q4960736) (← links)
• On explaining the surprising success of reservoir computing forecaster of chaos? The universal machine learning dynamical system with contrast to VAR and DMD (Q4983648) (← links)
• Multiresolution anomaly detection method for fractional Gaussian noise (Q5128623) (← links)
• Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
• A Review of Seasonal Adjustment Diagnostics (Q6067576) (← links)
• Analysis of temporal evolution of tourist visits to the region of Morón de la Frontera (Spain). Two possible explanatory variables of this evolution (Q6660142) (← links)