Results 91 to 100 of about 115 (106)

Asymptotic expansion for the distribution of the discriminant function in the first order autoregressive processes

Hiroshima Mathematical Journal, 1986
Hirofumi Wakaki
exaly  

A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals

Econometric Reviews, 2005
Achim Zeileis
exaly  

The Asymptotic Distribution of Serial Covariances

Annals of Statistics, 1976
E J Hannan
exaly  

The Identification of Point Process Systems

Annals of Probability, 1975

exaly  

Robust estimation for ARMA models

Annals of Statistics, 2009
Daniel Pena, Nora Muler, VÍCTOR J Yohai   +2 more
exaly  

Asymptotic Distribution of an Estimator of the Boundary Parameter of an Unstable Process

Annals of Statistics, 1978
M M Rao
exaly  

On Periodic and Multiple Autoregressions

Annals of Statistics, 1978
Marcello Pagano
exaly  

On the Sinusoidal Limit of Stationary Time Series

Annals of Statistics, 1984
Benjamin Kedem
exaly  

Exact local Whittle estimation of fractional integration

Annals of Statistics, 2005
Peter C B Phillips
exaly  

The Second Order Properties of a Time Series Recursion

Annals of Statistics, 1981
V Solo
exaly