Pages that link to "Item:Q4012955"

The following pages link to APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS (Q4012955):

Displaying 16 items.

• First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices (Q1102679) (← links)
• On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
• Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
• A characterization of the innovations of first order autoregressive models (Q2256093) (← links)
• Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
• Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
• The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution (Q2886973) (← links)
• (Q4224638) (← links)
• On a distributional bound arising in autoregressive model fitting (Q4305643) (← links)
• Exact Inference Methods for First-Order Autoregressive Distributed Lag Models (Q4530903) (← links)
• Inference About the First-Order Autoregressive Coefficient (Q4681075) (← links)
• Empirical likelihood inference for error density estimators in first-order autoregression models (Q5160179) (← links)
• Moments of AR(k) Parameter Estimators (Q5259165) (← links)
• (Q5487539) (← links)
• Moments of AR(1)-Model Estimators (Q5697366) (← links)
• Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q5967098) (← links)