Rates of convergence for time series regression

Keywords

Mathematics, Series (stratigraphy), Sequence (biology), Zero (linguistics), Order (exchange)

References

• Maximum likelihood estimation for stochastic processes - a martingale approachPaul David Feigin — 1976
• On the Law of the Iterated LogarithmPaul Erdős — 1942
• CONSISTENCY OF LEAST SQUARES ESTIMATES IN LINEAR MODELSX Chen — 1979
• Discrete Parameter MartingalesJ. Kingman, J. Neveu — 1975
• Invariance Principles for the Law of the Iterated Logarithm for Martingales and Processes with Stationary IncrementsC. C. Heyde, David John Scott — 1973
• On Almost Sure ConvergenceM. Loève — 1951

Cited by

• The determination of the order of an autoregressionE. J. Hannan, Barry G. Quinn — 1979
• Uniform convergence of sample second moments of families of time series arraysDavid F. Findley, Benedikt M. Pötscher, Ching-Zong Wei — 2001
• Consistent Specification of Cointegrated Autoregressive Moving-Average SystemsDonald Poskitt, Helmut Lütkepohl — 1995
• Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterionSándor M. Veres — 1990
• Stochastic approximation with dependent noiseVictor Solo — 1982
• ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSESUlrich Stadtmüller, Rolf Trautner — 1985
• Extensions of the Menchoff-Rademacher theorem with applications to ergodic theoryGuy Cohen, Michael Lin — 2005
• Time series recursions and stochastic approximationVictor Solo — 1979
• REGRESSION, AUTOREGRESSION MODELSE. J. Hannan, L. Kavalieris — 1986
• A law of the iterated logarithm for an estimate of frequencyE. J. Hannan, Margaret Mackisack — 1986
• Strong Consistency of Least Squares Estimators in Regression with Correlated DisturbancesVictor Solo — 1981
• Autocorrelation, Autoregression and Autoregressive ApproximationHongzhi An, Zhaoguo Chen, E. J. Hannan — 1982
• CONSISTENCY OF THE LSE IN LINEAR REGRESSION WITH STATIONARY NOISEGuy Cohen, Michael Lin, Arkady Tempelman — 2004
• Proffessor E. J. HannnanAdrian Pagan — 1985
• Statistical problems in linear systemsL. Kavalieris — 1984
• Publications of E. J. Hannan1986
• Memorial Article: Edward J. Hannan, 1921–1994P. Robinson — 1996
• Asymptotic Stationarity Properties of Out-of-Sample Forecast Errors of Misspecified RegARIMA ModelsD. Findley — 2003
• CONSISTENCY OF THE LSE IN LINEAR REGRESSION WITH STATIONARY NOISEColloqu Ium, Mathemat I Cum — 2006

Related papers

• List of conjectural series for powers of π and other constantsZhi‐Wei Sun — 2011
• A Solution of The Unsolved Mathematical Mystery Divide By Zero And Zero To The Power ZeroSushankar Das — 2020
• Zero in consumer decision-making: The zero-price effect and the zero-comparison effectZhichao YANG, Ting Wang — 2023
• Zero: A Special Case.Patricia S. Wilson — 2001
• Zero cycles on certain surfaces in arbitrary characteristicG. V. Ravindra — 2006
• Zero Divided by Zero Equals OneIlija Barukčić — 2018
• A tale of two series – a Dickens of an integralP. Glaister — 2001