Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

1952 • 3,232 citations

On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations

1959 • 389 citations

On Stochastic Limit and Order Relationships

1943 • 388 citations

The Statistical Analysis of Density Dependence

1975 • 211 citations

Asymptotic Distribution of an Estimator of the Boundary Parameter of an Unstable Process

1978 • 91 citations

Estimation and hypothesis testing in nonstationary time series

1976 • 80 citations

Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations

1961 • 69 citations

Estimation in nonstationary time series

1977 • 20 citations