The following pages link to Time series: theory and methods. (Q1188830):
Displaying 50 items.
- A new model for explaining long-range correlations in human time interval production (Q434977) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Unit roots in moving averages beyond first order (Q449984) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- The perils of inferring serial dependence from sample autocorrelations of moving average series (Q452867) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996) (← links)
- Non-causal strictly stationary solutions of random recurrence equations (Q467006) (← links)
- Some corrections of the score test statistic for Gaussian ARMA models (Q467896) (← links)
- Estimating aggregate autoregressive processes when only macro data are available (Q485694) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- On the spectral density of stationary processes and random fields (Q504006) (← links)
- AR(1) model with skew-normal innovations (Q504186) (← links)
- Frequent pattern mining-based sales forecasting (Q505190) (← links)
- Dynamic bifurcations on financial markets (Q508296) (← links)
- Computation of vector ARMA autocovariances (Q514119) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- Modelling data observed irregularly over space and regularly in time (Q537222) (← links)
- Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
- Discriminant analysis for dynamics of stable processes (Q537353) (← links)
- A note on generalized Bernstein polynomial density estimators (Q537474) (← links)
- On the maximum of covariance estimators (Q538182) (← links)
- Statistical inference for spatial auto-linear processes (Q539787) (← links)
- Order selection criteria for vector autoregressive models (Q551641) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Long strange segments, ruin probabilities and the effect of memory on moving average processes (Q608211) (← links)
- Cognitive OFDM system detection using pilot tones second and third-order cyclostationarity (Q612589) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
- A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Yule-Walker estimation for the moving-average model (Q638025) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Band plus algebra preconditioners for two-level Toeplitz systems (Q639960) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
- Functional central limit theorems for self-normalized partial sums of linear processes (Q647160) (← links)
- Multiagent Bayesian forecasting of structural time-invariant dynamic systems with graphical models (Q648365) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Detection of information flow in major international financial markets by interactivity network analysis (Q651378) (← links)
- A note on the Berman condition (Q654424) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)