On the public citation graph
Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process
0 signed · 31 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-4076(81)90094-4openalex-snapshot
Approximations for densities of sufficient estimators
inferredcites →https://doi.org/10.1016/b978-0-12-426603-2.50007-5openalex-snapshot
Asymptotic Expansions in Parametric Statistical Theory
inferredcites →https://doi.org/10.1080/01621459.1974.10482994openalex-snapshot
An Asymptotic Expansion of the Distribution of the Limited Information Maximum Likelihood Estimate of a Coefficient in a Simultaneous Equation System
inferredcites →https://doi.org/10.1093/biomet/65.1.91openalex-snapshot
Edgeworth and Saddlepoint Approximations in the First-Order Noncircular Autoregression
inferredcites →https://doi.org/10.1093/biomet/67.2.311openalex-snapshot
Approximations for densities of sufficient estimators
inferredcites →https://doi.org/10.1111/j.1467-9892.1983.tb00358.xopenalex-snapshot
ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST‐ORDER AUTOREGRESSIVE PROCESS
inferredcites →https://doi.org/10.2307/1911222openalex-snapshot
Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
inferredcites →https://doi.org/10.2307/2344686openalex-snapshot
The Statistical Analysis of Time Series.
inferredcites →https://doi.org/10.2307/2532976openalex-snapshot
The Statistical Analysis of Time Series.
inferredcites →https://doi.org/10.2307/2982017openalex-snapshot
Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency.
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1007/978-981-16-2264-9_4openalex-snapshot
Adjustments for a Class of Tests Under Nonstandard Conditions
inferred← citeshttps://doi.org/10.1007/978-981-99-0803-5_26openalex-snapshot
A New Generalized Estimator for AR(1) Model Which Improves MLE Uniformly
inferred← citeshttps://doi.org/10.1007/bf00049117openalex-snapshot
Normalizing transformations of some statistics of Gaussian ARMA processes
inferred← citeshttps://doi.org/10.1007/s11203-023-09296-wopenalex-snapshot
Second-order robustness for time series inference
inferred← citeshttps://doi.org/10.1016/0047-259x(86)90055-2openalex-snapshot
Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
inferred← citeshttps://doi.org/10.1016/0047-259x(87)90096-0openalex-snapshot
Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
inferred← citeshttps://doi.org/10.1016/j.jmva.2006.05.013openalex-snapshot
Contributions to multivariate analysis by Professor Yasunori Fujikoshi
inferred← citeshttps://doi.org/10.1016/j.jspi.2007.07.006openalex-snapshot
Practical small sample inference for single lag subset autoregressive models
inferred← citeshttps://doi.org/10.1016/j.spl.2022.109503openalex-snapshot
Bias-correction of some estimators in the INAR(1) process
inferred← citeshttps://doi.org/10.1016/s0167-7152(98)00046-7openalex-snapshot
On exponential rates of estimators of the parameter in the first-order autoregressive process
inferred← citeshttps://doi.org/10.1017/s0266466600010446openalex-snapshot
Finite Sample Properties of Several Predictors From an Autoregressive Model
inferred← citeshttps://doi.org/10.1017/s0266466600011154openalex-snapshot
Edgeworth Expansion for the OLS Estimator in a Time Series Regression Model
inferred← citeshttps://doi.org/10.1080/02331888808802096openalex-snapshot
Higher order approximations for autocovariances from linear processes with applications
inferred← citeshttps://doi.org/10.1080/02331888908802139openalex-snapshot
Regression with autoregressive errors-some asymptotic results
inferred← citeshttps://doi.org/10.1111/j.1467-9892.1992.tb00100.xopenalex-snapshot
APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST‐ORDER AUTOREGRESSIVE MODELS
inferred← citeshttps://doi.org/10.1111/j.1467-9892.1996.tb00283.xopenalex-snapshot
THIRD‐ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN
inferred← citeshttps://doi.org/10.1155/2010/956907openalex-snapshot
QML Estimators in Linear Regression Models with Functional Coefficient Autoregressive Processes
inferred← citeshttps://doi.org/10.14490/jjss.32.209openalex-snapshot
EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE
inferred← citeshttps://doi.org/10.32917/hmj/1206128808openalex-snapshot
Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes
inferred← citeshttps://doi.org/10.5705/ss.202016.0093openalex-snapshot
Adjustments for a class of tests under nonstandard conditions
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.