Pages that link to "Item:Q4275821"
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The following pages link to Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821):
Displaying 16 items.
- Asymptotic properties of the sign estimate of autoregression field coefficients (Q499563) (← links)
- Limiting mixture distributions for AR(1) model indexed by a branching process (Q613201) (← links)
- Limit theorems on a linear explosive stochastic model for time series with moving average error (Q761750) (← links)
- Limiting distributions of least squares estimates of unstable autoregressive processes (Q1116576) (← links)
- On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models (Q1116582) (← links)
- Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
- On limiting distributions in explosive autoregressive processes (Q1379906) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- Rate of convergence in distribution for the least square estimator in an autoregressive model (mixed case) (Q1917685) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations (Q2517098) (← links)
- Asymptotics of regressions with stationary and nonstationary residuals. (Q2574563) (← links)
- Asymptotic distribution of the estimated parameters of an ARMA(\(p\),\(q\)) process in the presence of explosive roots (Q2913194) (← links)
- Towards a unified asymptotic theory for autoregression (Q3800934) (← links)
- The large sample distribution of the roots of the second order autoregressive polynomial (Q4299474) (← links)
- DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE (Q4728067) (← links)
