The following pages link to Time series: theory and methods (Q1083164):
Displaying 50 items.
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- New algorithms for blind recognition of OFDM based systems (Q1046661) (← links)
- Simple consistent estimation of the coefficients of a linear filter (Q1098530) (← links)
- Reversibility of first-order autoregressive processes (Q1102677) (← links)
- On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process (Q1124980) (← links)
- A test sensitive to extreme hidden periodicities (Q1127995) (← links)
- Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence (Q1175664) (← links)
- Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality (Q1177213) (← links)
- M-estimation for autoregression with infinite variance (Q1185791) (← links)
- UMP invariant tests for a generalized linear model (Q1190553) (← links)
- A nonlinear time series model and estimation of missing observations (Q1206609) (← links)
- One-step prediction for \(P_ n\)-weakly stationary processes (Q1207688) (← links)
- AR and ARMA spectral estimation (Q1262110) (← links)
- A note on the asymptotic covariance matrix of the Yule-Walker estimator (Q1263209) (← links)
- Parameter estimation in low order fractionally differenced ARMA processes (Q1263210) (← links)
- Experimental evidence showing that stochastic subspace identification methods may fail (Q1275161) (← links)
- Recursive mean adjustment in time-series inferences (Q1284588) (← links)
- A test for a difference between spectral peak frequencies. (Q1285482) (← links)
- Parameter estimation of hidden periodic model in random fields (Q1297621) (← links)
- Prediction via estimating functions (Q1298944) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach (Q1305674) (← links)
- Nonparametric estimation of a regression function with dependent observations (Q1318337) (← links)
- Fast iterative methods for least squares estimations (Q1319865) (← links)
- The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
- Autoregressive approximation in branching processes with a threshold (Q1332314) (← links)
- Asymptotic normality of sample autocovariances with an application in frequency estimation (Q1338753) (← links)
- Generalized predictive control for nonstationary systems (Q1344381) (← links)
- A new preliminary estimator for MA(1) models (Q1351838) (← links)
- Fitting time series models to nonstationary processes (Q1355167) (← links)
- Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727) (← links)
- Asymptotic behavior of bootstrap spectral window estimation (Q1367243) (← links)
- Estimation of the mixed AR and hidden periodic model (Q1367252) (← links)
- Quenouille-type theorem on autocorrelations (Q1373249) (← links)
- Some asymptotic properties in INAR(1) processes with Poisson marginals (Q1381202) (← links)
- Algorithm for adaptively smoothing the log-periodogram (Q1398315) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Analyzing musical structure and performance -- a statistical approach (Q1431157) (← links)
- Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors (Q1432849) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Wavelet analysis and covariance structure of some classes of non-stationary processes (Q1581068) (← links)
- The impact of stationarity assessment on studies of volatility and value-at-risk. (Q1600541) (← links)
- The uniform autoregressive process of the second order (UAR(2)) (Q1613047) (← links)
- The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
- Stochastic hyperelastic modeling considering dependency of material parameters (Q1628729) (← links)
- On the equivalence between SUE and fixed-point states of day-to-day assignment processes with serially-correlated route choice (Q1642953) (← links)
- Sieves estimator of functional autoregressive process (Q1650297) (← links)
