The following pages link to (Q3723535):
Displaying 19 items.
- Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance'' estimating functions for fitting Matérn models. I: Densely sampled processes (Q273730) (← links)
- Adaptive sub-sampling for parametric estimation of Gaussian diffusions (Q612016) (← links)
- Parametric estimation of stationary stochastic processes under indirect observability (Q637529) (← links)
- Estimation error for blind Gaussian time series prediction (Q647755) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Positive matrix functions on the bitorus with prescribed Fourier coefficients in a band (Q1283578) (← links)
- Fitting time series models to nonstationary processes (Q1355167) (← links)
- Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes (Q1568265) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- Large deviations for quadratic forms of stationary Gaussian processes (Q1965869) (← links)
- A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test (Q1965891) (← links)
- Asymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance'' estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE mean'' (Q2173348) (← links)
- Parametric estimation for Gaussian fields indexed by graphs (Q2249584) (← links)
- Bounds for Bayesian order identification with application to mixtures (Q2426629) (← links)
- Testing the order of a model (Q2500450) (← links)
- Efficient estimation of functionals of the spectral density of stationary Gaussian fields (Q4256300) (← links)
- CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS (Q4272772) (← links)
- Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup> (Q4345894) (← links)
- APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MATRIX TO THE AUTOREGRESSIVE MODEL (Q4639845) (← links)