Pages that link to "Item:Q1098530"

The following pages link to Simple consistent estimation of the coefficients of a linear filter (Q1098530):

Displaying 19 items.

• Estimating linear representations of nonlinear processes (Q111924) (← links)
• Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
• Autocovariance varieties of moving average random fields (Q820954) (← links)
• On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
• Innovations algorithm for periodically stationary time series (Q1613633) (← links)
• New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735) (← links)
• Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q2340878) (← links)
• Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
• Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
• Prediction of long memory processes on same-realisation (Q2655052) (← links)
• High-frequency sampling and kernel estimation for continuous-time moving average processes (Q2852599) (← links)
• ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS (Q3434193) (← links)
• (Q3773126) (← links)
• Asymptotic estimation of a non-linear infinite filter. application to the estimation of volterra series (Q4345886) (← links)
• Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap (Q4929188) (← links)
• Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
• On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (Q4999850) (← links)
• Parameter Estimation for Periodically Stationary Time Series (Q5467614) (← links)
• Linear prediction of long-range dependent time series (Q5851014) (← links)