Statistical inference for stationary linear models with tapered data (Q2154983): Difference between revisions

@@ Property / author @@
-Mamikon S. Ginovyan
@@ Property / author: Mamikon S. Ginovyan / rank @@
-Normal rank
@@ Property / author @@
-Q470101
@@ Property / author: Q470101 / rank @@
-Normal rank
@@ Property / author @@
+Mamikon S. Ginovyan
@@ Property / author: Mamikon S. Ginovyan / rank @@
+Normal rank
@@ Property / author @@
+Artur A. Sahakyan
@@ Property / author: Artur A. Sahakyan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of parameter estimates for random fields with tapered data
+Normal rank
@@ Property / cites work @@
+Possible long-range dependence in fractional random fields.
+Normal rank
@@ Property / cites work @@
+Minimum contrast estimation of random processes based on information of second and third orders
+Normal rank
@@ Property / cites work @@
+Evaluation of bias in higher-order spectral estimation
+Normal rank
@@ Property / cites work @@
+On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
+Normal rank
@@ Property / cites work @@
+Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
+Normal rank
@@ Property / cites work @@
+Long-Memory Processes
@@ Property / cites work: Long-Memory Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3947020
@@ Property / cites work: Q3947020 / rank @@
+Normal rank
@@ Property / cites work @@
+Recent results in the theory and applications of CARMA processes
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric estimation in long-range dependent volatility models: theory and practice
+Normal rank
@@ Property / cites work @@
+The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
+Normal rank
@@ Property / cites work @@
+Certain Chi-Square Type Tests for Continuous Distributions
+Normal rank
@@ Property / cites work @@
+Remarks on the Approximation of the Likelihood Function of a Stationary Gaussian Process
+Normal rank
@@ Property / cites work @@
+Q5842591
@@ Property / cites work: Q5842591 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5544740
@@ Property / cites work: Q5544740 / rank @@
+Normal rank
@@ Property / cites work @@
+SPECTRAL ANALYSIS WITH TAPERED DATA
@@ Property / cites work: SPECTRAL ANALYSIS WITH TAPERED DATA / rank @@
+Normal rank
@@ Property / cites work @@
+Q3687560
@@ Property / cites work: Q3687560 / rank @@
+Normal rank
@@ Property / cites work @@
+A functional limit theorem for tapered empirical spectral functions
+Normal rank
@@ Property / cites work @@
+Small sample effects in time series analysis: A new asymptotic theory and a new estimate
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
@@ Property / cites work @@
+Nonparametric high resolution spectral estimation
@@ Property / cites work: Nonparametric high resolution spectral estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation for the inverse of Toeplitz matrices with applications to stationary processes
+Normal rank
@@ Property / cites work @@
+A frequency domain bootstrap for ratio statistics in time series analysis
+Normal rank
@@ Property / cites work @@
+Edge effects and efficient parameter estimation for stationary random fields
+Normal rank
@@ Property / cites work @@
+Asymptotically optimal estimation in misspecified time series models
+Normal rank
@@ Property / cites work @@
+Q5822308
@@ Property / cites work: Q5822308 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Estimation of the Spectral Parameters of a Gaussian Stationary Process with Rational Spectral Density
+Normal rank
@@ Property / cites work @@
+Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
+Normal rank
@@ Property / cites work @@
+On a Modification of the Standard Statistics of Pearson
+Normal rank
@@ Property / cites work @@
+Q3218973
@@ Property / cites work: Q3218973 / rank @@
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Modelling long-range-dependent Gaussian processes with application in continuous-time financial models
+Normal rank
@@ Property / cites work @@
+Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency
+Normal rank
@@ Property / cites work @@
+Asymptotically Efficient Nonparametric Estimation of Functionals of a Spectral Density Having Zeros
+Normal rank
@@ Property / cites work @@
+On Estimating the Value of a Linear Functional of the Spectral Density of a Gaussian Stationary Process
+Normal rank
@@ Property / cites work @@
+On Toeplitz type quadratic functionals of stationary Gaussian processes
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of spectrum estimate of stationary Gaussian processes
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
+Normal rank
@@ Property / cites work @@
+Chi-square type goodness-of-fit tests for stationary Gaussian processes
+Normal rank
@@ Property / cites work @@
+Efficient estimation of spectral functionals for continuous-time stationary models
+Normal rank
@@ Property / cites work @@
+Q2787470
@@ Property / cites work: Q2787470 / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for continuous-time stationary processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation for Lévy-driven continuous-time linear models with tapered data
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for stationary Gaussian processes with tapered data
+Normal rank
@@ Property / cites work @@
+On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences
+Normal rank
@@ Property / cites work @@
+Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
+Normal rank
@@ Property / cites work @@
+Trace Approximations of Products of Truncated Toeplitz Operators
+Normal rank
@@ Property / cites work @@
+On the trace approximations of products of Toeplitz matrices
+Normal rank
@@ Property / cites work @@
+Robust estimation for continuous-time linear models with memory
+Normal rank
@@ Property / cites work @@
+Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
+Normal rank
@@ Property / cites work @@
+Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes
+Normal rank
@@ Property / cites work @@
+The trace problem for Toeplitz matrices and operators and its impact in probability
+Normal rank
@@ Property / cites work @@
+Q3399435
@@ Property / cites work: Q3399435 / rank @@
+Normal rank
@@ Property / cites work @@
+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
+Normal rank
@@ Property / cites work @@
+Q3247378
@@ Property / cites work: Q3247378 / rank @@
+Normal rank
@@ Property / cites work @@
+How can we Define the Concept of Long Memory? An Econometric Survey
+Normal rank
@@ Property / cites work @@
+Parameter estimation for a stationary process on a <i>d</i>-dimensional lattice
+Normal rank
@@ Property / cites work @@
+Q4841600
@@ Property / cites work: Q4841600 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3272866
@@ Property / cites work: Q3272866 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient nonparametric estimation of functionals of a spectral density function
+Normal rank
@@ Property / cites work @@
+ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM
+Normal rank
@@ Property / cites work @@
+Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
+Normal rank
@@ Property / cites work @@
+On Estimation of the Spectral Function of a Stationary Gaussian Process
+Normal rank
@@ Property / cites work @@
+Asymptotically normal families of distributions and efficient estimation
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA
+Normal rank
@@ Property / cites work @@
+On the Whittle estimators for some classes of continuous-parameter random processes and fields
+Normal rank
@@ Property / cites work @@
+The Whittle Estimator for Strongly Dependent Stationary Gaussian Fields
+Normal rank
@@ Property / cites work @@
+Non-parametric applications of an infinite dimensional convolution theorem
+Normal rank
@@ Property / cites work @@
+Q4084481
@@ Property / cites work: Q4084481 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3809091
@@ Property / cites work: Q3809091 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic theory of statistical inference for time series
+Normal rank
@@ Property / cites work @@
+Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
+Normal rank
@@ Property / cites work @@
+Estimating nonlinear functions of the spectral density, using a data- taper
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series
+Normal rank
@@ Property / cites work @@
+Q5808925
@@ Property / cites work: Q5808925 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3161473090
@@ Property / OpenAlex ID: W3161473090 / rank @@
+Normal rank