Pages that link to "Item:Q4512731"
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The following pages link to ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES (Q4512731):
Displaying 17 items.
- Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564) (← links)
- Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727) (← links)
- Asymptotic inference for a nearly unstable sequence of stationary spatial AR models (Q1771437) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Approximate confidence sets for a stationary \(AR(p)\) process (Q2495839) (← links)
- The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (Q2956056) (← links)
- (Q3479410) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
- Distribution asymptotique de l'estimateur des moindres carrés. cas des modèles arx(p,s) instables (Q3986625) (← links)
- (Q4902271) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- Extreme Spectra of Var Models and Orders of Near‐Cointegration (Q5467610) (← links)
- Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets (Q5948832) (← links)
- Testing for the extent of instability in nearly unstable processes (Q6655920) (← links)