Pages that link to "Item:Q2489808"
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The following pages link to Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808):
Displaying 13 items.
- Inference and further probabilistic properties of the \(\mathrm{SUN}_{n,2}\)-distribution (Q894864) (← links)
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
- A new non-linear \(AR(1)\) time series model having approximate beta marginals (Q1938875) (← links)
- Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk (Q2132026) (← links)
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
- Least squares estimation in a simple random coefficient autoregressive model (Q2453087) (← links)
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models (Q2816875) (← links)
- Asymptotic results for random coefficient bifurcating autoregressive processes (Q2934854) (← links)
- UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
- Conditional least squares estimation for the SINAR(1, 1) process (Q6116463) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)
