The following pages link to (Q3996274):
Displayed 15 items.
- Initial Value Dependence: A Comparison of Two Methods For Its Study (Q4717714) (← links)
- A systems approach to the calibration of deterministic dynamic nonlinear simultaneous equation models with incomplete data (Q4842342) (← links)
- An E-ARCH model for the term structure of implied volatility of FX options (Q4994410) (← links)
- On the Power of the <i>F</i>-test for Hypotheses in a Linear Model (Q5050803) (← links)
- Poisson regression-ratio estimators of the population mean under double sampling, with application to Covid-19 (Q5053539) (← links)
- Focused estimation for noisy and small data sets: a Bayesian minimum expected loss estimator approach (Q5117663) (← links)
- On regression modelling with dummy variables versus separate regressions per group: Comment on Holgersson<i>et al.</i> (Q5138026) (← links)
- A Bayesian estimation of lag lengths in distributed lag models (Q5219242) (← links)
- Cross validation of ridge regression estimator in autocorrelated linear regression models (Q5222490) (← links)
- Inference Under Heteroskedasticity and Leveraged Data (Q5421542) (← links)
- Ridge regression revisited (Q5438546) (← links)
- Imposing parameter inequality restrictions using the principle of maximum entropy (Q5485061) (← links)
- Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case (Q5916218) (← links)
- Generalized minimum distance estimators of a linear model with correlated errors. (Q5956467) (← links)
- An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors (Q5962634) (← links)