Q5879932 (Q5879932): Difference between revisions

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+An empirical likelihood approach for symmetric \(\alpha\)-stable processes
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+Q4726487
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+Time series: theory and methods.
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+Prediction of stable processes: Spectral and moving average representations
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+Robust empirical likelihood for time series
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+Q5618011
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+Bootstrap methods: another look at the jackknife
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+Q4318617
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+Q5538132
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+Estimation pitfalls when the noise is not i.i.d.
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+An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
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+Intentionally Biased Bootstrap Methods
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+Q5612941
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+Harmonizable stable processes
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+A central limit theorem for stationary processes and the parameter estimation of linear processes
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+Q5844024
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+Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
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+Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction
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+Robust Linear Interpolation and Extrapolation of Stationary Time Series in <i>L</i><sup><i>p</i></sup>
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+Best Approximations in <i>L<sup>p</sup>                         </i>  (<i>d</i>  μ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi
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+Two problems in prediction theory
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+Empirical likelihood ratio confidence intervals for a single functional
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+Q2756704
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+On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes
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+Q5531487
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+Algorithms for linear interpolator and interpolation error for minimal stationary stochastic processes
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+Q4301585
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+Some Structure Theorems for the Symmetric Stable Laws
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+Asymptotic theory of parameter estimation by a contrast function based on interpolation error
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+Asymptotic theory of statistical inference for time series
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+Q5732125
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