Results 141 to 150 of about 219 (152)

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

Econometric Reviews, 2005
Achim Zeileis
exaly  

Robust Estimation for ARMA Models

Annals of Statistics, 2009
Nora Muler, Daniel Peña, Victor J. Yohai   +2 more
exaly  

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

Annals of Statistics, 1993
K S Chan
exaly  

On the Sinusoidal Limit of Stationary Time Series

Annals of Statistics, 1984
Kedem, Benjamin
exaly  

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

Annals of Statistics, 1978
M M Rao
exaly  

The Second Order Properties of a Time Series Recursion

Annals of Statistics, 1981
V Solo
exaly  

On Periodic and Multiple Autoregressions

Annals of Statistics, 1978
Marcello Pagano
exaly  

Efficient Parameter Estimation for Self-Similar Processes

Annals of Statistics, 1989
Rainer Dahlhaus
exaly  

On the Unique Representation of Non-Gaussian Linear Processes

Annals of Statistics, 1992
Qiansheng Cheng
exaly  

Exact Local Whittle Estimation of Fractional Integration

Annals of Statistics, 2005
Peter C. B. Phillips, Katsumi Shimotsu
exaly