Pages that link to "Item:Q1116576"

The following pages link to Limiting distributions of least squares estimates of unstable autoregressive processes (Q1116576):

Displaying 50 items.

• Seasonal integration and cointegration (Q106272) (← links)
• Tests of stationarity against a change in persistence (Q135904) (← links)
• Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
• Decomposition of an autoregressive process into first order processes (Q272090) (← links)
• Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• Unit roots in moving averages beyond first order (Q449984) (← links)
• Limit theory for an explosive autoregressive process (Q498795) (← links)
• Stability and asymptotics for autoregressive processes (Q502835) (← links)
• Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
• On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
• Modified tests for variance changes in autoregressive regression (Q632729) (← links)
• Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
• A divergence test for autoregressive time series models (Q634835) (← links)
• On non-stationary threshold autoregressive models (Q638764) (← links)
• Spurious deterministic seasonality (Q672885) (← links)
• Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
• Functional convergence of stochastic integrals with application to statistical inference (Q765875) (← links)
• Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order (Q806874) (← links)
• Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
• Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (Q918100) (← links)
• On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (Q947255) (← links)
• Residual empirical processes for long and short memory time series (Q955149) (← links)
• Asymptotic normality of autoregressive processes (Q970502) (← links)
• LR cointegration tests when some cointegrating relations are known (Q998890) (← links)
• On the least squares estimator in a nearly unstable sequence of stationary spatial AR models (Q1002350) (← links)
• A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937) (← links)
• A characterization of limiting distributions of estimators in an autoregressive process (Q1077854) (← links)
• On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models (Q1116582) (← links)
• Nearly unstable multidimensional AR processes (Q1130386) (← links)
• Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
• Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
• Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
• Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
• Some tests for unit roots in seasonal time series with deterministic trends (Q1209458) (← links)
• Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
• Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (Q1286665) (← links)
• Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root (Q1288939) (← links)
• Cointegrated processes with infinite variance innovations (Q1296604) (← links)
• Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416) (← links)
• Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← 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)
• Testing for a unit root by frequency domain regression (Q1314478) (← links)