From post

Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends

, и . Journal of Statistical Planning and Inference, 87 (1): 55--68 (15.05.2000)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

 

Другие публикации лиц с тем же именем

Asymmetry and nonstationarity for a seasonal time series model, и . Journal of Econometrics, 136 (1): 89--114 (января 2007)Recursive mean adjustment and tests for nonstationarities, и . Economics Letters, 75 (2): 203--208 (апреля 2002)A note on stationarity of the MTAR process on the boundary of the stationarity region, и . Economics Letters, 73 (3): 263--268 (декабря 2001)A unified Bayesian inference on treatment means with order constraints., и . Comput. Stat. Data Anal., 55 (1): 924-934 (2011)Semiparametric unit root tests based on symmetric estimators, и . Statistics & Probability Letters, 33 (2): 177--184 (30.04.1997)New tests for unit roots in autoregressive processes with possibly infinite variance errors, и . Statistics & Probability Letters, 44 (4): 387--397 (01.10.1999)Bootstrapping volatility spillover index., и . Commun. Stat. Simul. Comput., 49 (1): 66-78 (2020)Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?, , и . Communications in Statistics - Simulation and Computation, 47 (1): 63-73 (2018)An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models, и . Journal of Econometrics, 115 (1): 29--52 (июля 2003)Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators, и . Economics Letters, 71 (2): 181--189 (мая 2001)