Convergence of least squares parameter estimates of weakly stationary time series models driven by uncorrelated processes

International Journal of Systems Science ◽

10.1080/00207727708942020 ◽

1977 ◽

Vol 8 (1) ◽

pp. 25-30 ◽

Author(s):

D. GRAUPE ◽

E. FOGEL

Keyword(s):

Time Series ◽

Least Squares ◽

Stationary Time Series ◽

Parameter Estimates ◽

Time Series Models ◽

Stationary Time

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Other Stationary Time Series Models

Applied Time Series Analysis ◽

10.1201/b11459-8 ◽

2011 ◽

pp. 183-202

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Time Series Models ◽

Stationary Time

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Stationary Time Series Models

Developing Econometrics ◽

10.1002/9781119954231.ch7 ◽

2011 ◽

pp. 253-295 ◽

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Time Series Models ◽

Stationary Time

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On Optimal Instrumental Variables Estimation of Stationary Time Series Models

10.3386/t0249 ◽

2000 ◽

Author(s):

Kenneth West

Keyword(s):

Time Series ◽

Instrumental Variables ◽

Stationary Time Series ◽

Time Series Models ◽

Stationary Time ◽

Instrumental Variables Estimation

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Least absolute deviation estimation of stationary time series models

European Journal of Operational Research ◽

10.1016/0377-2217(93)90068-x ◽

1993 ◽

Vol 67 (2) ◽

pp. 272-277 ◽

Author(s):

W.T.M. Dunsmuir ◽

B.A. Murtagh

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Time Series Models ◽

Least Absolute Deviation ◽

Absolute Deviation ◽

Least Absolute Deviation Estimation ◽

Stationary Time

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An efficiency result for the empirical characteristic function in stationary time-series models

Canadian Journal of Statistics ◽

10.2307/3315564 ◽

1990 ◽

Vol 18 (2) ◽

pp. 155-161 ◽

Author(s):

Andrey Feuerverger

Keyword(s):

Time Series ◽

Characteristic Function ◽

Stationary Time Series ◽

Time Series Models ◽

Empirical Characteristic Function ◽

Stationary Time

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Exponential tilted likelihood for stationary time series models

Statistical Theory and Related Fields ◽

10.1080/24754269.2021.1978207 ◽

2021 ◽

pp. 1-10

Author(s):

Xiuzhen Zhang ◽

Yukun Liu ◽

Riquan Zhang ◽

Zhiping Lu

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Time Series Models ◽

Stationary Time

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The Fitting of Non-Stationary Time-Series Models with Time-Dependent Parameters

Journal of the Royal Statistical Society Series B (Methodological) ◽

10.1111/j.2517-6161.1970.tb00844.x ◽

1970 ◽

Vol 32 (2) ◽

pp. 312-322 ◽

Author(s):

T. Subba Rao

Keyword(s):

Time Series ◽

Time Dependent ◽

Stationary Time Series ◽

Time Series Models ◽

Stationary Time

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On Optimal Instrumental Variables Estimation of Stationary Time Series Models

International Economic Review ◽

10.1111/1468-2354.00145 ◽

2001 ◽

Vol 42 (4) ◽

pp. 1043-1050 ◽

Author(s):

Kenneth D. West

Keyword(s):

Time Series ◽

Instrumental Variables ◽

Stationary Time Series ◽

Time Series Models ◽

Stationary Time ◽

Instrumental Variables Estimation

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A new approach to the problem of estimating spectral parameters of non-stationary time series models

Journal of Computational and Applied Mathematics ◽

10.1016/0771-050x(79)90008-1 ◽

1979 ◽

Vol 5 (2) ◽

pp. 125-129 ◽

Author(s):

N.A. Abdrabbo

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Time Series Models ◽

Spectral Parameters ◽

New Approach ◽

Stationary Time

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On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series

Journal of Time Series Analysis ◽

10.1111/1467-9892.00114 ◽

1998 ◽

Vol 19 (6) ◽

pp. 629-655 ◽

Author(s):

Rainer Dahlhaus ◽

Liudas Giraitis

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Segment Length ◽

Parameter Estimates ◽

Stationary Time ◽

Locally Stationary Time Series

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