Pages that link to "Item:Q1174523"
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The following pages link to Propriétés asymptotiques presque sûres de l'estimateur des moindres carrés d'un modèle autorégressif vectoriel. (Almost sure asymptotic properties of the least squares estimators in a vectorial autoregressive model) (Q1174523):
Displaying 14 items.
- On the large deviation principle for a quadratic functional of the autoregressive process (Q689549) (← links)
- Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model) (Q756253) (← links)
- On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models (Q1116582) (← links)
- Almost sure convergence of least squares estimates for regular multivariate ARX systems (Q1199088) (← links)
- Asymptotic properties of some subset vector autoregressive process estimators (Q1882943) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method (Q2865264) (← links)
- On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications (Q3621153) (← links)
- (Q3799415) (← links)
- Distribution asymptotique de l'estimateur des moindres carrés. cas des modèles arx(p,s) instables (Q3986625) (← links)
- Sur l'estimation de la partie autorégressive d'un modèle ARMA vectoriel stable. (About estimation of the autoregressive part for stable multidimensional ARMA models) (Q3986674) (← links)
- Convergence en loi de l'estimateur des moindres carrés dans le modèle ARX\((p,s)\) explosif. (Limiting distributions of least squares estimates in the explosive ARX\((p,s)\) model) (Q3986718) (← links)
- (Q5118530) (← links)
- Consistency and asymptotic normality of least squares estimators in generalized STAR models (Q6573188) (← links)