Estimation for Autoregressive Processes with Unit Roots
暂无分享,去创建一个
[1] M. M. Rao. Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations , 1961 .
[2] John S. White. THE LIMITING DISTRIBUTION OF THE SERIAL CORRELATION COEFFICIENT IN THE EXPLOSIVE CASE , 1958 .
[3] M. M. Rao. Asymptotic Distribution of an Estimator of the Boundary Parameter of an Unstable Process , 1978 .
[4] D. Dickey. Estimation and hypothesis testing in nonstationary time series , 1976 .
[5] E. J. Hannan,et al. On Limit Theorems for Quadratic Functions of Discrete Time Series , 1972 .
[6] M. S. Bartlett,et al. Some probability limit theorems with statistical applications , 1953, Mathematical Proceedings of the Cambridge Philosophical Society.
[7] Kai Lai Chung,et al. A Course in Probability Theory , 1949 .
[8] George E. P. Box,et al. Time Series Analysis: Forecasting and Control , 1977 .
[9] Chris Chatfield,et al. Introduction to Statistical Time Series. , 1976 .
[10] D. Hasza. Estimation in nonstationary time series , 1977 .
[11] Gwilym M. Jenkins,et al. Time series analysis, forecasting and control , 1972 .
[12] A. Wald,et al. On the Statistical Treatment of Linear Stochastic Difference Equations , 1943 .
[13] T. W. Anderson. On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations , 1959 .