Pages that link to "Item:Q3440753"
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The following pages link to Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models (Q3440753):
Displaying 7 items.
- Faster ARMA maximum likelihood estimation (Q1023549) (← links)
- Partial autocorrelation parameterization for subset autoregression (Q3440751) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- Developments in Maximum Likelihood Unit Root Tests (Q4921617) (← links)
- Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series (Q4976485) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- Bootstrap rank tests for trend in time series (Q6179523) (← links)
