The following pages link to Time series: theory and methods. (Q1188830):
Displaying 50 items.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- Bootstrapping INAR models (Q61791) (← links)
- Beta autoregressive fractionally integrated moving average models (Q80218) (← links)
- The local partial autocorrelation function and some applications (Q87410) (← links)
- Innovated higher criticism for detecting sparse signals in correlated noise (Q90256) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes (Q273734) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- Recursive estimation of time-average variance constants through prewhitening (Q277265) (← links)
- Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (Q277287) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- On high-dimensional sign tests (Q282562) (← links)
- A bivariate INAR(1) model with different thinning parameters (Q284209) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Hawkes and INAR(\(\infty\)) processes (Q288846) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Retail store scheduling for profit (Q297364) (← links)
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
- A monoecious and diploid Moran model of random mating (Q305601) (← links)
- On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model (Q354212) (← links)
- Robustness of GM-tests in autoregression against outliers (Q355295) (← links)
- Statistical inferences from serially correlated methylene chloride data (Q356490) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Covariance tapering for prediction of large spatial data sets in transformed random fields (Q380011) (← links)
- Modeling and forecasting electricity spot prices: a functional data perspective (Q386743) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
- Deflation-based separation of uncorrelated stationary time series (Q391930) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Zero finite-order serial correlation test in a partially linear single-index model (Q394401) (← links)
- On control charts for monitoring the variance of a time series (Q394567) (← links)
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations (Q395952) (← links)
- On the empirical multilinear copula process for count data (Q396007) (← links)
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320) (← links)
- Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Conditional Akaike information criterion for generalized linear mixed models (Q425668) (← links)
