Pages that link to "Item:Q2324269"
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The following pages link to Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269):
Displaying 4 items.
- Approximate confidence sets for a stationary \(AR(p)\) process (Q2495839) (← links)
- HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES (Q3200434) (← links)
- Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
- Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors (Q5479505) (← links)