Pages that link to "Item:Q498795"
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The following pages link to Limit theory for an explosive autoregressive process (Q498795):
Displaying 24 items.
- Double asymptotics for explosive continuous time models (Q284296) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- On the sample variance of explosive random coefficient autoregressive processes (Q654252) (← links)
- Limit theorems on a linear explosive stochastic model for time series with moving average error (Q761750) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- On limiting distributions in explosive autoregressive processes (Q1379906) (← links)
- Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735) (← links)
- Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Limit theory for mildly integrated process with intercept (Q1787286) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- Arbitrary initial values and random norm for explosive AR(1) processes generated by stationary errors (Q1933708) (← links)
- Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
- Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511) (← links)
- Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
- ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING (Q4599617) (← links)
- ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
- Slow-explosive AR(1) processes converging to random walk (Q5077410) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models (Q6542586) (← links)
- Time Series Approach to the Evolution of Networks: Prediction and Estimation (Q6586896) (← links)
