Pages that link to "Item:Q4728067"

The following pages link to DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE (Q4728067):

Displaying 28 items.

• Seasonal integration and cointegration (Q106272) (← links)
• Decomposition of an autoregressive process into first order processes (Q272090) (← links)
• Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
• On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
• Asymptotic inference in regression models with autoregressive errors having roots on the unit circle (Q899769) (← links)
• Nearly unstable multidimensional AR processes (Q1130386) (← links)
• Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
• Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
• Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
• Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
• Estimation of the parameters for unstable AR models (Q1916494) (← links)
• Estimating a generalized long memory process (Q1922365) (← links)
• Sequential fixed accuracy estimation for nonstationary autoregressive processes (Q2304245) (← links)
• Two-mode network autoregressive model for large-scale networks (Q2305985) (← links)
• On Augmented Franses Tests for Seasonal Unit Roots (Q2807639) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• Linear nonstationary models -- a review of the work of Professor P.C.B. Phillips (Q2878819) (← links)
• Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (Q3552843) (← links)
• A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
• On the nearly nonstationary seasonal time series (Q4203660) (← links)
• The large sample distribution of the roots of the second order autoregressive polynomial (Q4299474) (← links)
• Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞) (Q4337774) (← links)
• ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
• A joint test of fractional cyclic integration and a linear time trend (Q4534174) (← links)
• THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS (Q4979498) (← links)
• Objective priors for causal AR(<i>p</i>) with partial autocorrelations (Q5218891) (← links)
• Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)