Limit distributions for linear programming time series estimators
- 1 June 1994
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 51 (1) , 135-165
- https://doi.org/10.1016/0304-4149(94)90022-1
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Inference and martingale estimating equations for stochastic processes on a semigroupJournal of Statistical Planning and Inference, 1994
- Parameter estimation for some time series models without contiguityStatistics & Probability Letters, 1991
- Extremes of Moving Averages of Random Variables with Finite EndpointThe Annals of Probability, 1991
- Estimation for first-order autoregressive processes with positive or bounded innovationsStochastic Processes and their Applications, 1989
- NON-NEGATIVE AUTOREGRESSIVE PROCESSESJournal of Time Series Analysis, 1989
- ARMA MODELLING WITH NON‐GAUSSIAN INNOVATIONSJournal of Time Series Analysis, 1988
- The convex hull of a random sample inCommunications in Statistics. Stochastic Models, 1987
- Limit Theory for the Sample Covariance and Correlation Functions of Moving AveragesThe Annals of Statistics, 1986
- Asymptotic Behavior of Least-Squares Estimates for Autoregressive Processes with Infinite VariancesThe Annals of Statistics, 1977
- On Some Limit Theorems Similar to the Arc-Sin LawTheory of Probability and Its Applications, 1965