THE STUDENTS T APPROXIMATION IN A STATIONARY 1ST ORDER AUTOREGRESSIVE MODEL

被引：17

作者：

NANKERVIS, JC ^{[1
]}

SAVIN, NE ^{[1
]}

机构：

[1] UNIV IOWA,DEPT ECON,IOWA CITY,IA 52242

来源：

ECONOMETRICA | 1988年 / 56卷 / 01期

关键词：

D O I：

10.2307/1911844

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：119 / 145

页数：27

共 50 条

[1] A CONTINUOUS-TIME APPROXIMATION TO THE STATIONARY 1ST-ORDER AUTOREGRESSIVE MODEL
PERRON, P
ECONOMETRIC THEORY, 1991, 7 (02) : 236 - 252
[2] APPROXIMATIONS TO THE DISTRIBUTION OF THE LEAST-SQUARES ESTIMATOR IN A 1ST ORDER STATIONARY AUTOREGRESSIVE MODEL
TSUI, AK
ALI, MM
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1992, 21 (02) : 463 - 484
[3] ON THE MARGINAL DISTRIBUTION OF A 1ST ORDER AUTOREGRESSIVE PROCESS
HART, JD
STATISTICS & PROBABILITY LETTERS, 1984, 2 (02) : 105 - 109
[4] HIGHER-ORDER GENERALIZATIONS OF 1ST ORDER AUTOREGRESSIVE TESTS
EVANS, MA
KING, ML
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1985, 14 (12) : 2907 - 2918
[5] PARTICLE APPROXIMATION OF 1ST ORDER SYSTEMS
RAVIART, PA
JOURNAL OF COMPUTATIONAL MATHEMATICS, 1986, 4 (01) : 50 - 61
[6] CHANGE OVER DESIGN WITH 1ST ORDER RESIDUAL EFFECTS AND ERRORS FOLLOWING A 1ST ORDER AUTOREGRESSIVE PROCESS
BORA, AC
STATISTICIAN, 1985, 34 (02): : 161 - 173
[7] FINITE AUTOMATON APPROXIMATION OF BEHAVIOR OF LINEAR-STATIONARY CONTINUOUS PLANTS OF 1ST ORDER
KORNOUSHENKO, EK
AUTOMATION AND REMOTE CONTROL, 1976, 37 (07) : 1081 - 1088
[8] 1ST ORDER PERTURBATIONS ON THE APPROXIMATION OF THE PHASE OBJECT
CORNIER, M
GRATIAS, D
PORTIER, R
JOURNAL DE MICROSCOPIE ET DE SPECTROSCOPIE ELECTRONIQUES, 1983, 8 (02): : A10 - A10
[9] SEQUENTIAL ESTIMATION OF THE MEAN OF A 1ST-ORDER STATIONARY AUTOREGRESSIVE PROCESS
SRIRAM, TN
ANNALS OF STATISTICS, 1987, 15 (03): : 1079 - 1090
[10] STATIONARY DISTRIBUTION AND INNOVATIONS IN THE 1ST-ORDER GENERAL AUTOREGRESSIVE PROCESS
BRONIATOWSKI, M
DIEBOLT, J
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1987, 305 (05): : 203 - 206

← 1 2 3 4 5 →