Pages that link to "Item:Q1824332"

The following pages link to Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters (Q1824332):

Displaying 10 items.

• Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (Q918100) (← links)
• Limiting distributions of least squares estimates of unstable autoregressive processes (Q1116576) (← links)
• A log log law for unstable ARMA models with applications to time series analysis (Q1185829) (← 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 theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
• Estimation of the parameters for unstable AR models (Q1916494) (← links)
• Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 (Q2932764) (← links)
• (Q3979224) (← links)
• Large sample properties of parameter least squares estimates for time‐varying arma models (Q4677042) (← links)