Pages that link to "Item:Q1940239"

The following pages link to Unified asymptotic theory for nearly unstable AR(\(p\)) processes (Q1940239):

Displaying 13 items.

• Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
• Nearly unstable AR models with coefficient matrices in Jordan normal form (Q1125015) (← links)
• Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
• Finite time identification in unstable linear systems (Q1716481) (← links)
• Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
• Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
• Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
• The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (Q2956056) (← links)
• Nearly Unstable Processes: A Prediction Perspective (Q4626682) (← links)
• Optimal Gamma Approximation on Wiener Space (Q5208903) (← links)
• Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)
• Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227) (← links)
• Testing for the extent of instability in nearly unstable processes (Q6655920) (← links)