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Teor. Veroyatnost. i Primenen., 1996, Volume 41, Issue 3, Pages 703–710 (Mi tvp3188)  

This article is cited in 7 scientific papers (total in 7 papers)

Short Communications

Asymptotic inference for nearly unstable multidimensional AR processes

G. Papa, M. Van Zuijlenb

a Institute of Mathematics and Informatics, Lajos Kossuth University, Hungary
b University of Nijmegen, Department of Mathematics, The Netherlands

DOI: https://doi.org/10.4213/tvp3188

Full text: PDF file (455 kB)

English version:
Theory of Probability and its Applications, 1997, 41:3, 578–586

Bibliographic databases:

Received: 18.04.1994
Language:

Citation: G. Pap, M. Van Zuijlen, “Asymptotic inference for nearly unstable multidimensional AR processes”, Teor. Veroyatnost. i Primenen., 41:3 (1996), 703–710; Theory Probab. Appl., 41:3 (1997), 578–586

Citation in format AMSBIB
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\by G.~Pap, M.~Van Zuijlen
\paper Asymptotic inference for nearly unstable multidimensional AR processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1996
\vol 41
\issue 3
\pages 703--710
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\zmath{https://zbmath.org/?q=an:0885.62105}
\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 3
\pages 578--586
\crossref{https://doi.org/10.1137/TPRBAU000041000003000532000001}
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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. Kormos J., Pap G., “Nearly unstable multidimensional AR processes”, Computers & Mathematics With Applications, 34:10 (1997), 1–7  crossref  mathscinet  zmath  isi  scopus
    2. Varga K., “Nearly unstable AR models with coefficient matrices in Jordan normal form”, Computers & Mathematics With Applications, 36:9 (1998), 1–10  crossref  mathscinet  zmath  isi  scopus
    3. Pap G., van Zuijlen M.C.A., “Asymptotic properties of nearly unstable multivariate AR processes”, Computers & Mathematics With Applications, 37:2 (1999), 11–19  crossref  mathscinet  zmath  isi  scopus
    4. Arato M., Baran S., Ispany M., “Functionals of complex Ornstein–Uhlenbeck processes”, Computers & Mathematics With Applications, 37:1 (1999), 1–13  crossref  mathscinet  zmath  isi  scopus
    5. van der Meer T., Pap G., van Zuijlen M.C.A., “Asymptotic inference for nearly unstable Ar(p) processes”, Econometric Theory, 15:2 (1999), 184–217  mathscinet  zmath  isi
    6. Arato M., Pap G., van Zuijlen M.C.A., “Asymptotic inference for spatial autoregression and orthogonality of Ornstein–Uhlenbeck sheets”, Computers & Mathematics With Applications, 42:1–2 (2001), 219–229  crossref  mathscinet  zmath  isi  scopus
    7. Qian Yu., Yan R., Gao R.X., “A multi-time scale approach to remaining useful life prediction in rolling bearing”, Mech. Syst. Signal Proc., 83 (2017), 549–567  crossref  isi  scopus
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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