The following pages link to (Q4508127):
Displaying 5 items.
- Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564) (← links)
- Nearly unstable AR models with coefficient matrices in Jordan normal form (Q1125015) (← links)
- Asymptotic accuracy of the least-squares estimates in nearly nonstationary autoregressive models (Q1366380) (← links)
- Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
- Modeling temporally uncorrelated components of complex-valued stationary processes (Q2068984) (← links)