The following pages link to Ishwar V. Basawa (Q1357713):
Displayed 44 items.
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- (Q3359606) (← links)
- Inference for pth-order random coefficient integer-valued autoregressive processes (Q3411053) (← links)
- PARSIMONIOUS PERIODIC TIME SERIES MODELING (Q3429881) (← links)
- Large-Sample Statistics Based on Quadratic Dispersion (Q3489084) (← links)
- ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL (Q3497077) (← links)
- (Q3580443) (← links)
- REMARKS ON OPTIMAL INFERENCE FOR MARKOV BRANCHING PROCESSES: A SEQUENTIAL APPROACH (Q3662477) (← links)
- RECENT TRENDS IN ASYMPTOTIC OPTIMAL INFERENCE FOR DEPENDENT OBSERVATIONS1 (Q3670404) (← links)
- Robust tests for time series with an application to first-order autoregressive processes (Q3740860) (← links)
- (Q3822967) (← links)
- Large-sample inference for a regression model with autocorrelated errors (Q3823685) (← links)
- A note on estimation for gamma and stable processes (Q3860695) (← links)
- (Q3894827) (← links)
- Efficient conditional tests for mixture experiments with applications to the birth and branching processes (Q3920431) (← links)
- Estimation in single server queues (Q3921953) (← links)
- (Q3953035) (← links)
- (Q3957821) (← links)
- EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES (Q4014607) (← links)
- (Q4027352) (← links)
- On a characterization property of the multinomial distribution (Q4045457) (← links)
- MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS IN RENEWAL AND MARKOV-RENEWAL PROCESSES (Q4078943) (← links)
- Efficient tests for branching processes (Q4113282) (← links)
- Inference for gamma and stable processes (Q4162347) (← links)
- (Q4170123) (← links)
- (Q4197239) (← links)
- (Q4215576) (← links)
- Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies (Q4540754) (← links)
- (Q4714006) (← links)
- Non-Gaussian bifurcating models and quasi-likelihood estimation (Q4822451) (← links)
- (Q4839360) (← links)
- Extensions of the bifurcating autoregressive model for cell lineage studies (Q4954251) (← links)
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool (Q5167874) (← links)
- (Q5286557) (← links)
- (Q5308498) (← links)
- (Q5317341) (← links)
- (Q5369145) (← links)
- Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation (Q5487364) (← links)
- Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors (Q5487365) (← links)
- On a characterization property of finite irreducible Markov chains (Q5606335) (← links)
- Some models based on the interaction of two independent markovian point processes (Q5619539) (← links)
- Estimation of the autocorrelation coefficient in simple Markov chains (Q5644911) (← links)
- A Note on Serial Correlation Coefficients and Related Characterizations of Gamma and Exponential Distributions (Q5676902) (← links)
- Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)