Pages that link to "Item:Q797946"
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The following pages link to Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes (Q797946):
Displaying 16 items.
- Limit theory for moderate deviations from a unit root (Q278238) (← links)
- Limiting mixture distributions for AR(1) model indexed by a branching process (Q613201) (← links)
- Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments (Q625304) (← links)
- On nonergodicity for nonparametric autoregressive models (Q681119) (← links)
- Asymptotic theory of conditional inference for stochastic processes (Q1087283) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
- Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
- The law of iterated logarithm for autoregressive processes (Q1719508) (← links)
- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← links)
- Deviation probability bound for martingales with applications to statistical estimation (Q1970829) (← links)
- Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (Q2467376) (← links)
- On Conditional Independence, Mixing, and Association (Q3548440) (← links)
- Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators (Q4609024) (← links)
- TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES (Q4715810) (← links)
- A NOTE ON ASYMPTOTIC POSTERIOR NORMALITY FOR STOCHASTIC PROCESSES (Q5451108) (← links)
