Pages that link to "Item:Q1104632"
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The following pages link to Mixing properties of ARMA processes (Q1104632):
Displayed 16 items.
- On resampling and uncertainty estimation in linear system identification (Q980906) (← links)
- Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- \(M\)-type regression splines involving time series (Q1360970) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Asymptotic properties in partial linear models under dependence (Q1872842) (← links)
- Root-n-consistent estimation of partially linear time series models (Q3836400) (← links)
- On goodness-of-fit tests for weakly dependent processes using kernel method (Q3836406) (← links)
- THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES (Q4319839) (← links)
- Estimating tail decay for stationary sequences via extreme values (Q4464172) (← links)
- Testing in partial linear regression models with dependent errors (Q4709839) (← links)
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622) (← links)
- Functional‐coefficient models under unit root behaviour (Q5703226) (← links)
- Finite sample properties of system identification of ARX models under mixing conditions (Q5926264) (← links)
- Plug-in bandwidth choice in partial linear models with autoregressive errors (Q5956233) (← links)