Pages that link to "Item:Q806874"
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The following pages link to Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order (Q806874):
Displaying 12 items.
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- Controllability of linear stochastic systems (Q1168920) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation (Q2386486) (← links)
- (Q3799415) (← links)
- MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (Q4561953) (← links)
- Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process (Q5265844) (← links)
- (Q5437992) (← links)
