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  • Search: subject:"linear processes"
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Subject
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Linear processes 9 linear processes 8 Non-linear processes 5 Co-integration 4 Co-summability 4 Integrated processes 3 Non-linear balanced relationships 3 Summability 3 Autoregressive models 2 Conditional quantiles 2 Evolutionary linear processes 2 Local linear estimator 2 Local linear fits 2 Locally-stationary processes 2 Long-range dependence 2 Nonparametric model checking 2 Phillips and Solo device 2 Time-varying coefficients 2 local alternatives 2 long-range alternatives 2 long-range dependence 2 martingale decomposition 2 omnibus 2 smooth and directional tests 2 spectral distribution 2 ARMA processes 1 Almost sure convergence 1 Anticipative Times Series 1 Asymptotic expansion 1 Asymptotic normality 1 Autocovariance of linear processes 1 Autoregressive processes 1 Autoregressive processes linear processes contiguity 1 Balancedness 1 CUSUM estimator 1 Central limit theory 1 Central order statistics 1 Change point 1 Chirp signals 1 Cointegration 1
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Online availability
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Undetermined 16 Free 14
Type of publication
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Article 18 Book / Working Paper 13
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 1
Language
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Undetermined 20 English 11
Author
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Honda, Toshio 5 Gonzalo, Jesús 3 Berenguer-Rico, Vanessa 2 Delgado, Miguel A. 2 Hidalgo, Javier 2 Kim, Woocheol 2 Rico, Vanessa Berenguer 2 Velasco, Carlos 2 Artiles, J. 1 Bai, Jushan 1 Bosq, D. 1 Budek, Jan 1 Chen, Jia 1 Datta, Somnath 1 Davis, Richard A. 1 Dembińska, Anna 1 Dzenis, Oleksiy 1 Díaz, Sonia 1 Gonzalo, Jesus 1 Hernández, C. 1 Ho, Hwai-Chung 1 Iastremska, Оlena 1 Kundu, Debasis 1 Lahiri, Ananya 1 Lardjane, Salim 1 Lee, Sangyeol 1 Lee, Youngmi 1 Li, Degui 1 Lin, Zhengyan 1 Ludlow, Jorge 1 Luengo, I. 1 Ma, Junjie 1 McCormick, William 1 Mitra, Amit 1 Na, Okyoung 1 Pham, Tuan D. 1 Phillips, Peter C.B. 1 Qin, Ruibing 1 Rosenblatt, Murray 1 Saavedra, P. 1
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Institution
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Departamento de Economía, Universidad Carlos III de Madrid 2 Graduate School of Economics, Hitotsubashi University 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Cowles Foundation for Research in Economics, Yale University 1 Institute of Economic Research, Hitotsubashi University 1 London School of Economics (LSE) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 1
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Published in...
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Annals of the Institute of Statistical Mathematics 3 Stochastic Processes and their Applications 3 Discussion Papers / Graduate School of Economics, Hitotsubashi University 2 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 2 Journal of Multivariate Analysis 2 MPRA Paper 2 Computational Statistics 1 Cowles Foundation Discussion Papers 1 Economics letters 1 Global COE Hi-Stat Discussion Paper Series 1 Journal of Classification 1 Journal of Econometrics 1 Journal of econometrics 1 LSE Research Online Documents on Economics 1 Problems and perspectives in management : PPM ; international research journal 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 STICERD - Econometrics Paper Series 1 Statistical Inference for Stochastic Processes 1 Statistical Methods and Applications 1 Statistics & Probability Letters 1 University of Regensburg Working Papers in Business, Economics and Management Information Systems 1
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Source
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RePEc 26 ECONIS (ZBW) 3 BASE 1 EconStor 1
Showing 31 - 31 of 31
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Some mixing properties of time series models
Pham, Tuan D.; Tran, Lanh T. - In: Stochastic Processes and their Applications 19 (1985) 2, pp. 297-303
Sufficient conditions are given for linear processes and ARMA processes to have the Gaswirth and Rubin mixing condition …
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