+ Site Statistics
+ Search Articles
+ PDF Full Text Service
How our service works
Request PDF Full Text
+ Follow Us
Follow on Facebook
Follow on Twitter
Follow on LinkedIn
+ Subscribe to Site Feeds
Most Shared
PDF Full Text
+ Translate
+ Recently Requested

Towards a unified asymptotic theory for autoregression



Towards a unified asymptotic theory for autoregression



Biometrika 74: 5-47




Please choose payment method:






(PDF emailed within 0-6 h: $19.90)

Accession: 018187747

Download citation: RISBibTeXText

DOI: 10.2307/2336692


Related references

Unified asymptotic theory for all partial directed coherence forms. Philosophical Transactions. Series A Mathematical Physical and Engineering Sciences 371(1997): 20120158, 2013

Directed Transfer Function: Unified Asymptotic Theory and Some of Its Implications. IEEE Transactions on Bio-Medical Engineering 63(12): 2450-2460, 2016

Asymptotic and bootstrap prediction regions for vector autoregression. International Journal of Forecasting 15(4): 393-403, 1999

Local asymptotic normality for autoregression with infinite order. Journal of Statistical Planning and Inference 26(2): 185-219, 1990

Rainfall Extremes, excesses, and IDF curves A unified asymptotic framework and new non-asymptotic results based on multifractal measures. Water Resources Research, 2013

Asymptotic properties of parameter estimates of generalized autoregression scheme in the unstable case. Journal of Mathematical Sciences 32(6): 623-634, 1986

Contiguous triple spinal dysraphism associated with Chiari malformation Type II and hydrocephalus: an embryological conundrum between the unified theory of Pang and the unified theory of McLone. Journal of Neurosurgery. Pediatrics 17(1): 103-106, 2016

Gravitational breaking of the grand unified theory group and the grand unified theory-Planck hierarchy. Physical Review Letters 76(20): 3663-3666, 1996

Information Integration Theory: A Unified Cognitive Theory. Review of A Functional Theory of Cognition, by Norman H. Anderson. Journal of Mathematical Psychology 43(3): 449-454, 1999

A unified treatment for the asymptotic normality of the coefficients of polynomials related to orthogonal ones. Journal of Statistical Planning and Inference 135(1): 148-157, 2005

Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior. International Journal of Mathematics and Mathematical Sciences 2009: 1-43, 2009

A simple asymptotic trajectory control of full states of a unified chaotic system. Chinese Physics 15(2): 306-309, 2006

Comparison of uniform asymptotic theory and Ufimtsev's theory of electromagnetic edge diffraction. IEEE Transactions on Antennas and Propagation 25(2): 162-170, 1977

Theory, application, and limitations of asymptotic ray theory synthetic seismograms in two-dimensional media. Eos, Transactions, American Geophysical Union 63(45): 1041, 1982

Asymptotic freedom, non-Gaussian perturbation theory, and the application of renormalization group theory to isotropic turbulence. Physical Review. E Statistical Nonlinear and Soft Matter Physics 73(2 Pt 2): 026303, 2006