The following pages link to (Q3323077):
Displaying 50 items.
- SPECTRAL ANALYSIS OF A STATIONARY BIVARIATE POINT PROCESS WITH APPLICATIONS TO NEUROPHYSIOLOGICAL PROBLEMS (Q4881706) (← links)
- LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION (Q4892825) (← links)
- A nonparametric frequency domain EM algorithm for time series classification with applications to spike sorting and macro‐economics (Q4969813) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
- A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- Stochastic dynamics of vortex-acoustic lock-in: stochastic bifurcation and resonance (Q5074565) (← links)
- Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes (Q5121013) (← links)
- Functional lagged regression with sparse noisy observations (Q5135326) (← links)
- Spectral density estimation for symmetric stable p-adic processes (Q5148613) (← links)
- QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE (Q5176760) (← links)
- A FREQUENCY DOMAIN APPROACH FOR THE ESTIMATION OF PARAMETERS OF SPATIO‐TEMPORAL STATIONARY RANDOM PROCESSES (Q5176763) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
- Estimation in Functional Lagged Regression (Q5256819) (← links)
- A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION (Q5285834) (← links)
- YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS (Q5285835) (← links)
- ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES (Q5285837) (← links)
- Inference about long run canonical correlations (Q5397941) (← links)
- Modelling the nonlinear time dynamics of multidimensional hormonal systems (Q5397952) (← links)
- Spectral‐based non‐central F mixed effect models, with application to otoacoustic emissions (Q5397960) (← links)
- Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes (Q5397971) (← links)
- Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972) (← links)
- Transformation to approximate independence for locally stationary Gaussian processes (Q5397974) (← links)
- On consistent testing for serial correlation in seasonal time series models (Q5442061) (← links)
- Large sample properties of spectral estimators for a class of stationary nonlinear processes (Q5467589) (← links)
- Estimating the Rank of the Spectral Density Matrix (Q5467592) (← links)
- Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593) (← links)
- Outlier Detection And Estimation In NonLinear Time Series (Q5467596) (← links)
- Assessing Persistence In Discrete Nonstationary Time‐Series Models (Q5467605) (← links)
- Testing the Fit of a Vector Autoregressive Moving Average Model (Q5467617) (← links)
- Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes (Q5467620) (← links)
- Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (Q5467623) (← links)
- Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes (Q5467710) (← links)
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift (Q5475376) (← links)
- Statistical Methods for Regular Monitoring Data (Q5490613) (← links)
- GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION (Q5751767) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- A python program for the implementation of the \(\varGamma\)-method for Monte Carlo simulations (Q6043329) (← links)
- A Review of Seasonal Adjustment Diagnostics (Q6067576) (← links)
- Detection of malfunctions in sensor networks (Q6069073) (← links)
- Semiparametric estimation of cross‐covariance functions for multivariate random fields (Q6074499) (← links)
- Extracting business cycles with three filters: A comparative study and application in the case of China (Q6076799) (← links)
- Analysing Multivariate Spatial Point Processes with Continuous Marks: A Graphical Modelling Approach (Q6086605) (← links)
- Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (Q6089379) (← links)
- Using covariates to model dependence in nonstationary, high‐frequency meteorological processes (Q6090036) (← links)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
