Results 101 to 106 of about 115 (106)

A likelihood approximation for locally stationary processes

Annals of Statistics, 2000
Rainer Dahlhaus
exaly  

Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes

Electronic Journal of Statistics, 2017
Jean Marc Bardet, Yakoub Boularouk
exaly  

Efficient Parameter Estimation for Self-Similar Processes

Annals of Statistics, 1989
Rainer Dahlhaus
exaly  

Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model

Annals of Statistics, 1993
exaly  

Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes

Annals of Applied Probability, 2002
exaly  

Abel summability of the autoregressive series for the best linear least squares predictors

Illinois Journal of Mathematics, 1997
exaly