Pages that link to "Item:Q1381645"
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The following pages link to On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645):
Displaying 7 items.
- Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
- Asymptotic accuracy of the least-squares estimates in nearly nonstationary autoregressive models (Q1366380) (← links)
- On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes (Q1366484) (← links)
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
- Uniform Limit Theory for Stationary Autoregression (Q3440740) (← links)
- (Q4902271) (← links)
