The following pages link to (Q2754859):
Displayed 32 items.
- On the sufficient statistics for multivariate ARMA models: approximate approach (Q840970) (← links)
- EWMA charts for monitoring the mean and the autocovariances of stationary processes (Q849882) (← links)
- On continuity of the Pearson statistic and sample quantiles (Q853832) (← links)
- Duals of random vectors and processes with applications to prediction problems with missing values (Q923870) (← links)
- Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 (Q956360) (← links)
- The auto-regression and the moving-average (Q963863) (← links)
- Thresholds of moving averages of stationary processes for given target significant levels (Q964658) (← links)
- Prediction error for continuous-time stationary processes with singular spectral densities (Q973836) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- On the sample mean of locally stationary long-memory processes (Q993821) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- Periodically correlated sequences of less than full rank (Q1765668) (← links)
- On processes with summable partial autocorrelations (Q2373666) (← links)
- A robust approach to joint modeling of mean and scale covariance for longitudinal data (Q2390462) (← links)
- How equilibrium prices reveal information in a time series model with disparately informed, competitive traders (Q2469857) (← links)
- AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
- Explicit representation of finite predictor coefficients and its applications (Q2497189) (← links)
- On nonparametric prediction of linear processes (Q3077668) (← links)
- A prediction problem in $L^2 (w)$ (Q3420108) (← links)
- Prediction of Fractional Brownian Motion-Type Processes (Q3446964) (← links)
- Moving Average Representations for Multivariate Stationary Processes (Q3505307) (← links)
- A Class of Antipersistent Processes (Q3505318) (← links)
- Asymptotic Distributions of Innovation Density Estimators in Linear Processes (Q3526080) (← links)
- Forward Moving Average Representation in Multivariate MA(1) Processes (Q3562444) (← links)
- Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes (Q3625464) (← links)
- Analysis of Longitudinal Data Unbalanced Over Time (Q4673571) (← links)
- Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors (Q5421536) (← links)
- Shapes of stationary autocovariances (Q5441534) (← links)
- Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593) (← links)
- Influence of Missing Values on the Prediction of a Stationary Time Series (Q5467615) (← links)