The following pages link to Time series: theory and methods. (Q1188830):
Displayed 50 items.
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Limit distributions for linear programming time series estimators (Q1332320) (← links)
- Testing linear regression models using non-parametric regression estimators when errors are non-independent (Q1350264) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
- Limit theory for bilinear processes with heavy-tailed noise (Q1354837) (← links)
- CUSUM control schemes for Gaussian processes (Q1360292) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- Further evidence on breaking trend functions in macroeconomic variables (Q1371377) (← links)
- Central limit theorem for linear processes with values in Hilbert space (Q1382473) (← links)
- The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables (Q1382493) (← links)
- The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
- Mean square prediction error for long-memory processes (Q1402928) (← links)
- Linear functional processes and prediction. (Q1408243) (← links)
- The periodogram at the Fourier frequencies (Q1411876) (← links)
- The relation of the CCA subspace method to a balanced reduction of an autoregressive model. (Q1421323) (← links)
- Studentized autoregressive time series residuals (Q1424637) (← links)
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- The spectral envelope and its applications. (Q1431184) (← links)
- The bias of lag window estimators of the fractional difference parameter. (Q1432802) (← links)
- The influence of parameter estimation on the ARL of Shewhart type charts for time series (Q1567078) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages (Q1568300) (← links)
- How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593) (← links)
- A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections (Q1586555) (← links)
- Asymptotics for the partial autocorrelation function of a stationary process (Q1591320) (← links)
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Diagnostic checking in linear processes with infinite variance (Q1600532) (← links)
- A note on filtering for long memory processes (Q1600534) (← links)
- The compass rose and random walk tests. (Q1603898) (← links)
- On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes (Q1613579) (← links)
- On the integral of the squared periodogram (Q1613586) (← links)
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
- Innovations algorithm for periodically stationary time series (Q1613633) (← links)
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
- Spatio-temporal change-point modeling (Q1763441) (← links)
- On the solution of Stein's equation and Fisher's information matrix of an ARMAX process (Q1763819) (← links)
- Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
- Prediction with incomplete past of a stationary process. (Q1766054) (← links)
- Integrability of infinite weighted sums of heavy-tailed i.i.d.\ random variables. (Q1766072) (← links)
- Weak convergence for the covariance operators of a Hilbertian linear process. (Q1766074) (← links)
- Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
- Near-integrated GARCH sequences (Q1774201) (← links)
- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
- State space modeling of long-memory processes (Q1807089) (← links)