The following pages link to (Q3827448):
Displayed 50 items.
- Parameter estimation in a stationary autoregressive process with correlated multiple observations (Q1330190) (← links)
- On continuous-time threshold ARMA processes (Q1330197) (← links)
- Large sample inference for a multivariate linear model with autocorrelated errors (Q1333102) (← links)
- Computing the asymptotic covariance matrix of a vector of sample autocorrelations for ARMA processes (Q1339766) (← links)
- On permissible correlations for locally correlated stationary processes (Q1344830) (← links)
- Bandwidth selection in nonparametric regression with general errors (Q1346654) (← links)
- Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
- Spectral estimation of non-stationary white noise (Q1349431) (← links)
- The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
- Effect of dependence on statistics for determination of change (Q1361628) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Random central limit theorem for the linear process generated by a strong mixing process (Q1373989) (← links)
- The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
- Iterated logarithm law for sample generalized partial autocorrelations (Q1380590) (← links)
- Parameter estimation and hypothesis testing in stationary vector time series (Q1380591) (← links)
- A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models (Q1380594) (← links)
- Prediction with incomplete past and interpolation of missing values (Q1380608) (← links)
- Empirical method of moments and its applications (Q1395873) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Exact transient analysis of a circulant queuing network. (Q1416340) (← links)
- Generalized Levinson--Durbin and Burg algorithms. (Q1421316) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q1423022) (← links)
- On the eigenstructure of generalized fractional processes. (Q1423091) (← links)
- On sieve bootstrap prediction intervals. (Q1423099) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (Q1427529) (← links)
- Parameter estimation in nonlinear stochastic differential equations (Q1587266) (← links)
- Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE (Q1591158) (← links)
- Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
- A case study of stratus cloud base height multifractal fluctuations (Q1598580) (← links)
- Fuzzy stage characteristic-preserving product life cycle modeling (Q1602888) (← links)
- Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns (Q1604080) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- A direct test for the mean variance efficiency of a portfolio. (Q1605419) (← links)
- On lag windows connected with Jacobi polynomials (Q1612404) (← links)
- Heuristic decision rules for short-term trading of renewable energy with co-located energy storage (Q1652308) (← links)
- On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)
- Changes in the behavior of output in the United Kingdom, 1856-1990 (Q1802092) (← links)
- A central limit theorem with random indices for stationary linear processes (Q1802428) (← links)
- Dynamical systems identification from time-series data: A Hankel matrix approach (Q1816618) (← links)
- Linear Toeplitz covariance structure models with optimal estimators of variance components (Q1855356) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Asymptotic scaling laws for precision of parameter estimates in dynamical systems (Q1866665) (← links)
- Optimal prediction for linear regression with infinitely many parameters. (Q1867192) (← links)
- Confidence sets for high-dimensional empirical linear prediction (HELP) models with dependent error structure (Q1869135) (← links)
- Limiting spectral distribution of a special circulant (Q1871319) (← links)