Pages that link to "Item:Q1172908"
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The following pages link to A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times (Q1172908):
Displaying 11 items.
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- Non-nested testing of spatial correlation (Q494415) (← links)
- Gaussian estimation of first order time series models with Bernoulli observations (Q1098210) (← links)
- Matrix representations of spectral coefficients of randomly sampled ARMA models (Q1343599) (← links)
- ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS (Q3181958) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS (Q3660738) (← links)
- Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810) (← links)
- TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (Q4892828) (← links)
- (Q4909783) (← links)
- Least squares estimation of ARCH models with missing observations (Q5397963) (← links)
- A novel first-order autoregressive moving average model to analyze discrete-time series irregularly observed (Q6601928) (← links)
