Pages that link to "Item:Q2456020"
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The following pages link to Asymptotic spectral theory for nonlinear time series (Q2456020):
Displaying 28 items.
- Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES (Q3580639) (← links)
- ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
- (Q5004044) (← links)
- Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
- Asymptotic theory for QMLE for the real‐time GARCH(1,1) model (Q5012866) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
- Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations (Q5129188) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
- Estimation in Functional Lagged Regression (Q5256819) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
- Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
- White noise testing using wavelets (Q6537811) (← links)
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
- Studentization versus variance stabilization: a simple way out of an old dilemma (Q6579151) (← links)
- Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
- A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series (Q6626672) (← links)
- Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
