Pages that link to "Item:Q4728066"
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The following pages link to A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE (Q4728066):
Displaying 12 items.
- Asymptotic inference in regression models with autoregressive errors having roots on the unit circle (Q899769) (← links)
- Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (Q918100) (← links)
- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← links)
- Estimating a generalized long memory process (Q1922365) (← links)
- On Augmented Franses Tests for Seasonal Unit Roots (Q2807639) (← links)
- Gaussian inference in general AR(1) models based on difference (Q2864622) (← links)
- Inference of the second order autoregressive model with unit roots (Q2905976) (← links)
- Comparing ARMA Processes with Roots of Modulus 1 and Polynomial Regression (Q3167826) (← links)
- Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (Q3552843) (← links)
- A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic Arguments (Q4648657) (← links)
- DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE (Q4728067) (← links)
- (Q4884610) (← links)
