scientific article

zbMath0597.62095MaRDI QIDQ3730889

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (only showing first 100 items - show all)

Statistical inference using higher-order information ⋮ On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field ⋮ The tapered block bootstrap for general statistics from stationary sequences ⋮ Linear modeling of multidimensional non-Gaussian processes using cumulants ⋮ Consistent order selection for noncausal autoregressive models via higher-order statistics ⋮ Consistent parameter estimation for non-causal autoregressive models via higher-order statistics ⋮ Local linear spatial regression ⋮ Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes ⋮ Limit theorems for iterated random functions ⋮ Fourier transforms of stationary processes ⋮ Unnamed Item ⋮ Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence ⋮ Consistency of the simple mode of a density for spatial processes ⋮ Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes ⋮ Identification of linear systems with noisy input using input-output cumulants ⋮ A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION ⋮ ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES ⋮ On the consistency of a new kernel rule for spatially dependent data ⋮ A Dynamic Taylor’s law ⋮ Local limit theorem for the distibution of s_n ⋮ Computational stochastic homogenization of heterogeneous media from an elasticity random field having an uncertain spectral measure ⋮ Automatic Block-Length Selection for the Dependent Bootstrap ⋮ Nonparametric Prediction for Spatial Dependent Functional Data Under Fixed Sampling Design ⋮ BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION ⋮ Estimating the Spectral Density at Frequencies Near Zero ⋮ A frequency domain bootstrap for general multivariate stationary processes ⋮ Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data ⋮ ASYMPTOTIC SIMULTANEOUS CONFIDENCE BANDS FOR AUTOREGRESSIVE SPECTRAL DENSITY ⋮ Multivariate frequency polygon for stationary random fields ⋮ Penalized Whittle likelihood for spatial data ⋮ On the consistency of mode estimate for spatially dependent data ⋮ Statistical inference of spectral estimation for continuous-time MA processes with finite second moments ⋮ Kernel density estimation for random fields: TheL₁Theory ⋮ Testing for dependence in the input to a linear time series model ⋮ Some prediction problems for stationary random fields with quarter-plane past ⋮ ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM ⋮ Distribution theory for the Studentized mean for long, short, and negative memory time series ⋮ Asymptotic theory of cepstral random fields ⋮ Integrated marked Poisson processes with application to image correlation spectroscopy ⋮ LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION ⋮ Asymptotic spectral theory for nonlinear time series ⋮ On estimating linear functional of the covariance function of a stationary process ⋮ Maximum of partial sums and an invariance principle for a class of weak dependent random variables ⋮ Nonparametric density estimation for nonmixing approximable stochastic processes ⋮ On closed-loop system identification using polyspectral analysis given noisy input-output time-domain data ⋮ Test for Parameter Change in Linear Processes Based on Whittle's Estimator ⋮ SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS ⋮ On Regularity Conditions for Random Fields ⋮ On the Whittle estimators for some classes of continuous-parameter random processes and fields ⋮ Frequency poligons for random fields. ⋮ Estimation in semiparametric spatial regression ⋮ Subsampling Continuous Parameter Random Fields and a Bernstein Inequality ⋮ Fixed-design regression for linear time series ⋮ Saddlepoint approximations for short and long memory time series: a frequency domain approach ⋮ Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data ⋮ A cumulant based algorithm for the identification of input-output quadratic systems ⋮ Quenched limit theorems for Fourier transforms and periodogram ⋮ Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation ⋮ Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis ⋮ Reverse chaos may not be a curseexamples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate ⋮ Multiplier subsample bootstrap for statistics of time series ⋮ Statistical analysis of irregularly spaced spatial data in frequency domain ⋮ Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation ⋮ Power-law correlations and other models with long-range dependence on a lattice ⋮ Identification of a Type I Outlier in an Autoregressive Model ⋮ Spectral methods in spatial statistics ⋮ Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method ⋮ A formal test for nonstationarity of spatial stochastic processes ⋮ Strong consistency of a kernel-based rule for spatially dependent data ⋮ Simultaneous inference for autocovariances based on autoregressive sieve bootstrap ⋮ Standard Errors for Nonparametric Regression ⋮ Data driven smooth test of comparison for dependent sequences ⋮ A new spatial regression estimator in the multivariate context ⋮ Polynomials with no zeros on a face of the bidisk ⋮ Higher order cumulants and cumulant spectra ⋮ Spatial correlation robust inference with errors in location or distance ⋮ On empirical estimation of mode based on weakly dependent samples ⋮ Spectral estimation of continuous-time stationary processes from random sampling ⋮ Three theorems on \(\rho^*\)-mixing random fields ⋮ On permissible correlations for locally correlated stationary processes ⋮ Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data ⋮ High-order statistics of spatial random fields: Exploring spatial cumulants for modeling complex non-Gaussian and non-linear phenomena ⋮ On bilinear forms in Gaussian random variables and Toeplitz matrices ⋮ A spectral approach to estimate the autocovariance function ⋮ Asymptotics for functionals of powers of a periodogram ⋮ A trimmed mean of location of an AR\((\infty)\) stationary process ⋮ Nonminimum phase non-Gaussian deconvolution ⋮ Asymptotic behavior of bootstrap spectral window estimation ⋮ A CLT for the periodograms of a \(p\)-mixing random field ⋮ Kernel regression estimation for random fields ⋮ Fourier analysis of stationary time series in function space ⋮ An outlier test for linear processes. II: Large contamination ⋮ AP-frames and stationary random processes ⋮ Minimum contrast estimation of random processes based on information of second and third orders ⋮ Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields ⋮ On flat-top kernel spectral density estimators for homogeneous random fields ⋮ A note on the residual empirical process in autoregressive models ⋮ The multiple hybrid bootstrap -- resampling multivariate linear processes ⋮ A closed-form identification of multichannel moving average processes by ESPRIT ⋮ Kernel density estimation for random fields. (Density estimation for random fields)

This page was built for publication: