The following pages link to (Q3323077):
Displaying 50 items.
- Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup> (Q4345894) (← links)
- Testing for dependence in the input to a linear time series model (Q4345896) (← links)
- Testing for a jump in the periodogram (Q4347031) (← links)
- Smoothing-based lack-of-fit tests: variations on a theme (Q4349872) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- Estimation of the Asymptotic Variance in the CLT for Markov Chains (Q4431305) (← links)
- Bootstrapping unit root tests for integrated processes (Q4431630) (← links)
- Adaptive bandwidth choice (Q4470129) (← links)
- THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Optimal window width choice in spectral density estimation (Q4514543) (← links)
- Wavelet scale analysisof bivariate time series ii:statistical properties for linear processes (Q4526141) (← links)
- MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES (Q4540643) (← links)
- A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS (Q4540654) (← links)
- Spectral analysis with replicated time series (Q4541664) (← links)
- The tapered block bootstrap for general statistics from stationary sequences (Q4551774) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
- ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
- Mining Periodicity from Dynamic and Incomplete Spatiotemporal Data (Q4631250) (← links)
- ON THE LIMITS OF SPECTRAL METHODS FOR FREQUENCY ESTIMATION (Q4655679) (← links)
- Bayesian Measures of Model Complexity and Fit (Q4672150) (← links)
- Time-domain estimation of time-varying linear systems (Q4675905) (← links)
- (Q4713023) (← links)
- THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN (Q4715708) (← links)
- TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES (Q4715810) (← links)
- Estimation of time delay and lag relationship of quadratic systems (Q4723662) (← links)
- A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL (Q4727247) (← links)
- Some restrictions of the non-causal impulse response functions (Q4733793) (← links)
- SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY (Q4747402) (← links)
- Trispectrum deconvolution of linear processes with randomly missing observations (Q4787941) (← links)
- A Bayesian Curve Fitting Approach to Power Spectrum Estimation (Q4805748) (← links)
- Bayesian Identification of Seasonal Autoregressive Models (Q4807622) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation (Q4819015) (← links)
- Long-memory continuous-time correlation models (Q4819521) (← links)
- Inference for Autocorrelations in the Possible Presence of a Unit Root (Q4828180) (← links)
- A Non‐Gaussian Spatial Process Model for Opacity of Flocculated Paper (Q4828204) (← links)
- ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES (Q4837791) (← links)
- Estimation of mixing proportions in the presence of autoregressively correlated training data:the case of two univariate normal populations (Q4844107) (← links)
- AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS (Q4854209) (← links)
- Model validation tests for multivariable nonlinear models including neural networks (Q4855142) (← links)
- LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION (Q4855266) (← links)
- RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION (Q4855267) (← links)
- Some aspects of maximum likelihood estimation of multistage cancer dose-response odels with application (Q4856054) (← links)
- Bayesian classification with multivariate autoregressive sources that might have different orders (Q4859857) (← links)
- A modified prony algorithm for estimating sinusoidal frequencies (Q4864211) (← links)
- EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES (Q4864582) (← links)
- WAVELETS AND TIME-DEPENDENT SPECTRAL ANALYSIS (Q4870532) (← links)
