Pages that link to "Item:Q2913194"

The following pages link to Asymptotic distribution of the estimated parameters of an ARMA(\(p\),\(q\)) process in the presence of explosive roots (Q2913194):

Displaying 9 items.

• Limit theorems on a linear explosive stochastic model for time series with moving average error (Q761750) (← links)
• Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes (Q1112518) (← links)
• Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors (Q2131930) (← links)
• Asymptotic distributions of some robust scale estimators in explosive AR(1) model (Q2405934) (← links)
• Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations (Q2517098) (← links)
• On the estimation of coefficients of a simultaneous linear explosive model of higher orders with moving average errors generating a pair of time series (Q3979548) (← links)
• (Q4210799) (← links)
• Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821) (← links)
• The large sample distribution of the roots of the second order autoregressive polynomial (Q4299474) (← links)