The following pages link to Time series: theory and methods. (Q1188830):
Displayed 50 items.
- Incompatibility of trends in multi-year estimates from the American community survey (Q965115) (← links)
- Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model (Q967998) (← links)
- Adaptive estimation of stationary Gaussian fields (Q973870) (← links)
- Spatial dependence estimation using FFT of biased covariances (Q974512) (← links)
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
- Stacked heterogeneous neural networks for time series forecasting (Q980586) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Rank-based estimation for all-pass time series models (Q995429) (← links)
- Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717) (← links)
- Convergence rates of posterior distributions for non iid observations (Q997377) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Sample autocovariances of long-memory time series (Q1002560) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- On the asymptotic joint distribution of sample space-time covariance estimators (Q1002584) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- The effect of memory on functional large deviations of infinite moving average processes (Q1004405) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- Bayesian analysis of autoregressive moving average processes with unknown orders (Q1010539) (← links)
- A dynamic model of expected bond returns: A functional gradient descent approach (Q1010570) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\) (Q1014844) (← links)
- Regional business cycles in Italy (Q1020894) (← links)
- Time series clustering and classification by the autoregressive metric (Q1023515) (← links)
- Faster ARMA maximum likelihood estimation (Q1023549) (← links)
- Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) (Q1045794) (← links)
- Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Gauss-Newton and M-estimation for ARMA processes with infinite variance (Q1272156) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- Uniform convergence of the empirical spectral distribution function (Q1275954) (← links)
- On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
- Efficient GMM and MD estimation of autoregressive models (Q1285730) (← links)
- Root modulus constraints in autoregressive model estimation (Q1287042) (← links)
- Extremes of stochastic volatility models (Q1296598) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- Tests for cointegration with infinite variance errors (Q1298440) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Last passage time for the empirical mean of some mixing processes (Q1305286) (← links)
- Estimating integrals of stochastic processes using space-time data (Q1307097) (← links)