Pages that link to "Item:Q1077854"

The following pages link to A characterization of limiting distributions of estimators in an autoregressive process (Q1077854):

Displaying 13 items.

• Decomposition of an autoregressive process into first order processes (Q272090) (← links)
• The limit theorem for dependent random variables with applications to autoregression models (Q646742) (← links)
• Large deviations and estimation in infinite-dimensional models (Q1115055) (← links)
• An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526) (← links)
• Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765) (← links)
• Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
• Quasi-likelihood models and optimal inference (Q1922414) (← links)
• Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
• Note on AR(1)-characterisation of stationary processes and model fitting (Q2326539) (← links)
• (Q3678524) (← links)
• (Q3711559) (← links)
• Regression with autoregressive errors-some asymptotic results (Q3823010) (← links)
• On a distributional bound arising in autoregressive model fitting (Q4305643) (← links)