Pages that link to "Item:Q2878817"
From MaRDI portal
The following pages link to Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817):
Displaying 12 items.
- Double asymptotics for explosive continuous time models (Q284296) (← links)
- Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
- UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
- Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
- IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA (Q5349014) (← links)
- Optimal adaptive sampling for a symmetric two-state continuous time Markov chain (Q5860998) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time (Q6140373) (← links)
- The Grid Bootstrap for Continuous Time Models (Q6620957) (← links)
