The following pages link to (Q3685046):
Displaying 12 items.
- An improved estimation method for univariate autoregressive models (Q1112521) (← links)
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
- ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS (Q3219619) (← links)
- LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3698117) (← links)
- On the covariance matrix estimators of the white noise process of a vector autoregressive model (Q4843724) (← links)
- On explaining the surprising success of reservoir computing forecaster of chaos? The universal machine learning dynamical system with contrast to VAR and DMD (Q4983648) (← links)
- Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- (Q5500928) (← links)
- Selecting sub-set autoregressions from outlier contaminated data. (Q5940999) (← links)
- Consistency of averaged impulse response estimators in vector autoregressive models (Q6604024) (← links)
