Empirical spectral processes for stationary state space models (Q2105074): Difference between revisions

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+Goodness of fit tests for spectral distributions
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+Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
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+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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+Q3696396
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+Q5560061
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+Q4082810
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+Time series: theory and methods.
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+Weak convergence of the function-indexed integrated periodogram for infinite variance processes
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+Empirical spectral processes and their applications to time series analysis
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+Q4410083
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+Empirical spectral processes for locally stationary time series
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+Existence and Convergence of Probability Measures in Banach Spaces
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+Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
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+Whittle estimation for continuous-time stationary state space models with finite second moments
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+Q3694491
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+The integrated periodogram for stable processes
@@ Property / cites work: The integrated periodogram for stable processes / rank @@
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+The integrated periodogram for long-memory processes with finite or infinite variance
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+The periodogram at the Fourier frequencies
@@ Property / cites work: The periodogram at the Fourier frequencies / rank @@
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+Q4004188
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+Probability in Banach spaces. Isoperimetry and processes
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+Multivariate CARMA processes
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+On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
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+Q4247106
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+Uniform convergence of the empirical spectral distribution function
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+Convergence of stochastic processes
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+Q3323077
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+Spectral representations of infinitely divisible processes
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+Q4289674
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+Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes
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+Continuous time ARMA processes: discrete time representation and likelihood evaluation
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+Weak convergence and empirical processes. With applications to statistics
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+Estimation and information in stationary time series
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