Pages that link to "Item:Q1821447"
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The following pages link to On adaptive estimation in stationary ARMA processes (Q1821447):
Displayed 50 items.
- Bispectra and phase of non-Gaussian linear processes (Q685738) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- Maximum likelihood estimation for noncausal autoregressive processes (Q923568) (← links)
- Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Estimation of the distribution function of noise in stationary processes (Q1179289) (← links)
- Adaptive estimation in time series regression models (Q1203090) (← links)
- An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes (Q1206453) (← links)
- Approximate maximum likelihood estimation in linear regression (Q1260703) (← links)
- On stochastic estimation (Q1262671) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- Efficient and adaptive post-model-selection estimators (Q1298924) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Local asymptotic normality for multivariate linear processes (Q1316604) (← links)
- Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald (Q1347094) (← links)
- Reply to B. M. Pötscher's comment on `Adaptive estimation in time series regression models' (Q1347095) (← links)
- Adaptive estimation in time-series models (Q1359426) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Asymptotic optimal inference for a class of nonlinear time series models (Q1802320) (← links)
- Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
- Efficient estimation in a semiparametric additive regression model with autoregressive errors (Q1915842) (← links)
- Deviation probability bound for martingales with applications to statistical estimation (Q1970829) (← links)
- Parameter estimation for some time series models without contiguity (Q2277732) (← links)
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) (← links)
- Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
- LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642) (← links)
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
- Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
- TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION (Q3028134) (← links)
- Adaptive R-Estimation in Autoregressions (Q3155267) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
- Partially adaptive estimation of nonlinear models via a normal mixture (Q4246595) (← links)
- NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES (Q4272773) (← links)
- Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
- Uniformly adaptive estimation for models with arma errors (Q4373275) (← links)
- Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274) (← links)
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
- Local asymptotic normality for multivariate nonlinear AR processes (Q4542936) (← links)