The following pages link to Ishwar V. Basawa (Q1357713):
Displayed 50 items.
- Least-squares estimation for bifurcating autoregressive processes (Q129838) (← links)
- (Q221744) (redirect page) (← links)
- Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference (Q537350) (← links)
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- Godambe estimating functions and asymptotic optimal inference (Q553020) (← links)
- Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes (Q579813) (← links)
- Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes (Q797946) (← links)
- Estimation for a class of simple queueing networks (Q803676) (← links)
- Bootstrapping explosive autoregressive processes (Q909398) (← links)
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes (Q914308) (← links)
- Parameter estimation using partial information with applications to queueing and related models (Q945766) (← links)
- Branching Markov processes and related asymptotics (Q1012533) (← links)
- Correction to: Remarks on Bahadur efficiency of conditional tests (Q1054095) (← links)
- Asymptotic optimal inference for non-ergodic models (Q1054413) (← links)
- Empirical Bayes prediction for a mixed linear model with autoregressive errors (Q1126118) (← links)
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes (Q1136460) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Remarks on Bahadur optimality of conditional tests (Q1148077) (← links)
- Asymptotically minimax tests of composite hypotheses for nonergodic type processes (Q1168677) (← links)
- Sequential estimation for branching processes with immigration (Q1184235) (← links)
- Empirical Bayes estimation for queueing systems and networks (Q1201822) (← links)
- Inference for a binary lattice Markov process (Q1284589) (← links)
- (Q1298959) (redirect page) (← links)
- Empirical best linear unbiased and empirical Bayes prediction in multivariate small area estimation. (Q1298960) (← links)
- Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
- Large sample inference based on multiple observations from nonlinear autoregressive processes (Q1315406) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
- Parameter estimation in a stationary autoregressive process with correlated multiple observations (Q1330190) (← links)
- Large sample inference for a multivariate linear model with autocorrelated errors (Q1333102) (← links)
- Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
- Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
- Maximum likelihood estimation for single server queues from waiting time data (Q1357714) (← links)
- The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
- The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
- Estimation of unobserved counts from partially observed multinomial distributions (Q1380653) (← links)
- Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (Q1771421) (← links)
- Asymptotic optimal inference for a class of nonlinear time series models (Q1802320) (← links)
- First-order seasonal autoregressive processes with periodically varying parameters (Q1827546) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- Estimation for mixtures of Markov processes. (Q1871278) (← links)
- Estimation for a class of generalized state-space time series models. (Q1871362) (← links)
- Bootstrapping unstable first-order autoregressive processes (Q2277730) (← links)
- Parameter estimation in a regression model with random coefficient autoregressive errors (Q2368340) (← links)
- First-order random coefficient integer-valued autoregressive processes (Q2433828) (← links)
- First-order observation-driven integer-valued autoregressive processes (Q2475413) (← links)
- Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808) (← links)
- (Q2734961) (← links)
- Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models (Q2742774) (← links)
- Large Sample Properties of Parameter Estimates for Periodic ARMA Models (Q2784953) (← links)
- Efficiency of conditional maximum likelihood estimators and confidence limits for mixtures of exponential families (Q3038444) (← links)