Moving-average representation of autoregressive approximations (Q1910902): Difference between revisions

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+Autocorrelation, autoregression and autoregressive approximation
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+Consistent autoregressive spectral estimates
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+ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING
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+Q4694315
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+A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
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+A Moving Average Representation for Random Variables Covariance Stationary on a Finite Time Interval
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+Time series: theory and methods
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+Sieve bootstrap for time series
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+Q4039983
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+Q4734566
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+The Fitting of Time-Series Models
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+Bootstrap methods: another look at the jackknife
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+REGRESSION, AUTOREGRESSION MODELS
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+Prediction of multivariate time series by autoregressive model fitting
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+Convergence analysis of parametric identification methods
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+A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals
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+Q4001588
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+ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
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+Convergence results for maximum likelihood type estimators in multivariable ARMA models
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+ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS
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+Central Limit Theorems for dependent variables. I
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