scientific article

From MaRDI portal
Revision as of 23:01, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3947020

zbMath0486.62095MaRDI QIDQ3947020

David R. Brillinger

Publication date: 1981


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



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

Exponential tilted likelihood for stationary time series modelsASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONALWhat are the Most Important Statistical Ideas of the Past 50 Years?Testing for Breaks in Regression Models with Dependent DataMULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIESCONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONSForecasting Multiple Time Series With One-Sided Dynamic Principal ComponentsRegular multidimensional stationary time seriesLimit theorems for iterated random functionsMartingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time SeriesHIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSESDefault Bayesian Priors for Regression Models with First‐Order Autoregressive ResidualsTesting for structural changes in linear regressions with time-varying variancePoint-Process Principal Components Analysis via Geometric OptimizationEstimation of impulse response functions in two-output systemsTests for the existence of group effects and interactions for two-way models with dependent errorsCan spurious indications for phase synchronization due to superimposed signals be avoided?NONPARAMETRIC PREDICTION WITH SPATIAL DATAAnalysing Multivariate Spatial Point Processes with Continuous Marks: A Graphical Modelling ApproachLOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTIONRATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATIONHomogeneity tests for one-way models with dependent errors under correlated groupsQuadratic prediction of time series via auto-cumulantsEstimating Covid-19 transmission time using Hawkes point processesEstimating the Spectral Density at Frequencies Near ZeroA frequency domain bootstrap for general multivariate stationary processesTime Series: a Data Analysis Approach Using R By Robert H. Shumway and David S. Stoffer. Published by Taylor & Francis Group, LLC, Boca Raton, London, New York, 2019. ISBN: 9780367221096 (Hardback)A portmanteau-type test for detecting serial correlation in locally stationary functional time seriesAnalysis of air quality time series of Hong Kong with graphical modelingESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELSFunctional lagged regression with sparse noisy observationsA TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAINExploring dependence between brain signals in a monkey during learningOn the estimation of the spectral density for continuous spatial processesBahadur exact slopes of some tests for spectral densitiesThe Hybrid Wild Bootstrap for Time SeriesBlock Bootstraps for Time Series With Fixed RegressorsAmplitude modulated model for analyzing non-stationary speech signalsImproved estimation for the autocovariances of a Gaussian stationary processAdaptive smoothing methods for frequency-function estimationA Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap AnalogueBias of indirect non-parametric transfer function estimates for plants in closed loopAsymptotic and Bootstrap Inference for AR(∞) Processes with Conditional HeteroskedasticityTesting for the Null Hypothesis of Cointegration with a Structural BreakThe wavelet identification for jump points of derivative in regression modelOptimal instrumental variables estimation for ARMA modelsOutlier detection for stationary time seriesEstimating and testing rational expectations models when the trend specification is uncertain.A cumulant based algorithm for the identification of input-output quadratic systemsUnnamed ItemProjected principal component analysis in factor modelsA goodness-of-fit test for ARCH(\(\infty\)) modelsStatistical Properties of Model-Based Signal Extraction Diagnostic TestsOn the Structure and Estimation of Reflection Positive ProcessesASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTINGEstimating the Rank of the Spectral Density MatrixTesting the Fit of a Vector Autoregressive Moving Average ModelConstruction of the Karhunen–Loève model for an input Gaussian process in a linear system by using the output processModel selection criteria for reduced rank multivariate time series: a simulation studyRANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSESPower spectra of random spike fields and related processesOrder Selection and Inference with Long Memory Dependent DataOn the convergence of rank-one multi-target linear regressionStatistical Methods for Regular Monitoring DataRobust empirical likelihood for time seriesIntrinsic Wavelet Regression for Curves of Hermitian Positive Definite MatricesQuasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic modelsNONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORSSimultaneous inference for autocovariances based on autoregressive sieve bootstrapSpectral methods for small sample time series: A complete periodogram approachMultistep forecast selection for panel dataDynamic principal component analysis with missing valuesA Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration ModelsThe transient impulse response modeling method for non-parametric system identificationAsymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecastingEstimation of linear functional of large spectral density matrix and application to Whittle's approachGranger causality and path diagrams for multivariate time seriesFrequency domain estimation of temporally aggregated Gaussian cointegrated systemsOptimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approachGraphical modelling and partial characteristics for multitype and multivariate-marked spatio-temporal point processesGeneralized principal component analysis for moderately non-stationary vector time seriesA goodness-of-fit test for ARCH(\(\infty\)) modelsSpecification testing for regression models with dependent dataAsymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errorsA stimulus-dependent connectivity analysis of neuronal networksFunctional mixed effects wavelet estimation for spectra of replicated time seriesNew consistent methods for order and coefficient estimation of continuous-time errors-in-variables fractional modelsEdgeworth expansions for Studentized statistics under weak dependenceGeneralized linear latent models for multivariate longitudinal measurements mixed with hidden Markov modelsEWMA charts for monitoring the mean and the autocovariances of stationary processesSelecting models with different spectral density matrix structures by the cross-validated log likelihood criterionJames-Stein estimators for time series regression modelsHAC estimation and strong linearity testing in weak ARMA modelsDynamic factor modelsHigher order asymptotic option valuation for non-Gaussian dependent returnsNonparametric functionals of spectral distributions and their applications to time series analy\-sisTesting heteroscedasticity by wavelets in a nonparametric regression modelA frequency-domain based test for non-correlation between stationary time seriesPeriodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approachMinimum contrast estimation of random processes based on information of second and third orders







This page was built for publication: