Pages that link to "Item:Q1297718"
From MaRDI portal
The following pages link to Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach (Q1297718):
Displaying 24 items.
- On stationarity and second-order properties of bilinear random fields (Q466054) (← links)
- Covariance analysis of the squares of the purely diagonal bilinear time series models (Q468017) (← links)
- Long-range dependence in third order and bispectrum singularity (Q653800) (← links)
- A white noise test under weak conditions (Q826992) (← links)
- Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
- Angular spectra for non-Gaussian isotropic fields (Q890279) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Bispectral analysis of traffic in high-speed networks (Q1609088) (← links)
- Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models (Q1750279) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Properties of some bilinear models with periodic regime switching (Q1771457) (← links)
- Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem (Q1784156) (← links)
- Efficiency improvements for minimum distance estimation of causal and invertible ARMA models (Q1787254) (← links)
- On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Statistical inference using higher-order information (Q2370522) (← links)
- Evolutionary transfer functions of bilinear processes with time-varying coefficients (Q2426028) (← links)
- Spectral properties of Burgers and KPZ turbulence (Q2494318) (← links)
- On some nonstationary, nonlinear random processes and their stationary approximations (Q3419861) (← links)
- Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D (Q4606865) (← links)
- Asymptotics for the<i>L<sup>p</sup></i>-deviation of the variance estimator under diffusion (Q4671812) (← links)
- Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (Q4709879) (← links)
- Mixed Portmanteau Tests for Time‐Series Models (Q5467618) (← links)
- Propriétés dans L<sup>2</sup>et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques (Q5476455) (← links)
