The following pages link to (Q4375269):
Displaying 10 items.
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process (Q379990) (← links)
- Nearly unstable AR models with coefficient matrices in Jordan normal form (Q1125015) (← links)
- Nearly unstable multidimensional AR processes (Q1130386) (← links)
- On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
- Asymptotic inference for a nearly unstable sequence of stationary spatial AR models (Q1771437) (← links)
- Functionals of complex Ornstein-Uhlenbeck processes. (Q1962940) (← links)
- Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
- (Q3479410) (← links)
- THE ASYMPTOTIC JOINT DISTRIBUTION OF THE YULE-WALKER ESTIMATORS OF A CAUSAL MULTIDIMENSIONAL AR PROCESS (Q4540609) (← links)
- Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets (Q5948832) (← links)
