Pages that link to "Item:Q970502"

The following pages link to Asymptotic normality of autoregressive processes (Q970502):

Displaying 15 items.

• Asymptotic results for polygonal processes related to an autoregression (Q393009) (← links)
• Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order (Q806874) (← links)
• Autoregressive processes with normal-Laplace marginals (Q951199) (← links)
• A characterization of limiting distributions of estimators in an autoregressive process (Q1077854) (← links)
• The asymptotic properties of the multichannel autoregressive spectral estimates (Q1262672) (← links)
• A note on the asymptotic covariance matrix of the Yule-Walker estimator (Q1263209) (← links)
• A central limit theorem for autoregressive integrated moving average processes (Q1310184) (← links)
• The law of iterated logarithm for autoregressive processes (Q1719508) (← links)
• On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process (Q1815811) (← links)
• Asymptotic normality of Huber-Dutter estimators in a linear model with AR(1) processes (Q1926390) (← links)
• The asymptotic behaviors for least square estimation of multi-casting autoregressive processes (Q2015059) (← links)
• The Discounted Berry-Esséen Analogue for Autoregressive Processes (Q2859308) (← links)
• AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONS (Q3827440) (← links)
• (Q5287846) (← links)
• Asymptotic distribution with random indices for linear processes (Q5864498) (← links)