Pages that link to "Item:Q1178936"
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The following pages link to Maximum likelihood type estimation for nearly nonstationary autoregressive time series (Q1178936):
Displaying 17 items.
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- Limit theorem for large deviations probabilities of certain forms (Q1291240) (← links)
- Asymptotic accuracy of the least-squares estimates in nearly nonstationary autoregressive models (Q1366380) (← links)
- Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372) (← links)
- Asymptotic inference for near unit roots in spatial autoregression (Q1372855) (← links)
- On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) (← links)
- Deviation probability bound for martingales with applications to statistical estimation (Q1970829) (← links)
- Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS (Q3632396) (← links)
- Maximum likelihood estimation for a nearly random walk model (Q4541715) (← links)
- Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
