Pages that link to "Item:Q1324198"

The following pages link to Parameter estimation for nearly nonstationary AR(1) processes (Q1324198):

Displaying 22 items.

• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• Gaussian likelihood estimation for nearly nonstationary AR(1) processes (Q806871) (← links)
• Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564) (← links)
• Nearly unstable multidimensional AR processes (Q1130386) (← links)
• On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes (Q1366484) (← links)
• On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
• Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity (Q1657957) (← links)
• Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance (Q1822873) (← links)
• Estimation of the parameters for unstable AR models (Q1916494) (← links)
• Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
• An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process (Q1979010) (← links)
• AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
• Note on AR(1)-characterisation of stationary processes and model fitting (Q2326539) (← links)
• Continuous-time AR process parameter estimation in presence of additive white noise (Q2732919) (← links)
• Parameter estimation for INAR processes based on high-order statistics (Q2923458) (← links)
• (Q3779624) (← links)
• (Q4452842) (← links)
• Time-Frequency ARMA Models and Parameter Estimators for Underspread Nonstationary Random Processes (Q4567405) (← links)
• EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE (Q4787569) (← links)
• (Q4902271) (← links)
• Slow-explosive AR(1) processes converging to random walk (Q5077410) (← links)
• Parametric and semiparametric estimations of stationary univariate ARFIMA models (Q5956042) (← links)