Pages that link to "Item:Q911201"

The following pages link to Hypothesis testing for nearly nonstationary autoregressive models (Q911201):

Displaying 17 items.

• Hypothesis testing for some time-series models: a power comparison (Q449924) (← links)
• The Bierens test for certain nonstationary models (Q736671) (← links)
• Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend (Q1206714) (← links)
• Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
• New statistical investigations of the Ornstein-Uhlenbeck process. (Q1416277) (← links)
• Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (Q1567744) (← links)
• Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (Q1921241) (← links)
• Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
• Hypothesis testing for nearly nonstationary AR(1) model with Gaussian autoregressive innovation (Q2638701) (← links)
• Estimation and hypothesis testing for collections of autoregressive time series (Q3314789) (← links)
• Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (Q3518454) (← links)
• Notes on hypothesis problems for simple economic models with different innovations (Q3984977) (← links)
• Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
• (Q4322400) (← links)
• Efficient Tests of Nonstationary Hypotheses (Q4323570) (← links)
• TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION (Q4496475) (← links)
• Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (Q4730670) (← links)