Pages that link to "Item:Q806871"
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The following pages link to Gaussian likelihood estimation for nearly nonstationary AR(1) processes (Q806871):
Displaying 18 items.
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
- A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
- Robust estimators and probability integral transformations (Q596967) (← links)
- Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process (Q802264) (← links)
- Gaussian estimation of first order time series models with Bernoulli observations (Q1098210) (← 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 normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
- New statistical investigations of the Ornstein-Uhlenbeck process. (Q1416277) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Maximum quasilikelihood estimation for a simplified NEAR(1) model. (Q1871216) (← links)
- Asymptotic behaviour of the least squares estimator of the mean of AR(1) models (Q1882114) (← links)
- Bayesian prediction for stochastic processes: theory and applications (Q2352338) (← links)
- Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
- APPROXIMATION FOR DENSITY OF ESTIMATORS IN GAUSSIAN AR (1) PROCESS (Q4354749) (← links)
- Maximum likelihood estimation for a nearly random walk model (Q4541715) (← links)
- THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (Q4715707) (← links)
