The following pages link to (Q3247497):
Displayed 50 items.
- GMM estimation with cross sectional dependence (Q113633) (← links)
- The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process (Q673196) (← links)
- Time series properties of aggregate output fluctuations (Q685910) (← links)
- Linear least squares estimation of regression models for two-dimensional random fields (Q700149) (← links)
- On some moments and distributions occurring in the theory of linear stochastic process. II (Q770129) (← links)
- Least squares estimation in finite Markov processes (Q771081) (← links)
- A test of fit for the spectral density function of a stochastic process (Q773258) (← links)
- Localization for random Schrödinger operators with correlated potentials (Q811012) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Nonparametric spectrum estimation for spatial data (Q866644) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- Convergence rates in density estimation for data from infinite-order moving average processes (Q910098) (← links)
- The geometry of statistical efficiency and matrix statistics (Q933894) (← links)
- Spectral density estimation for linear processes with dependent innovations (Q945811) (← links)
- The inverse partial correlation function of a time series and its applications (Q1050734) (← links)
- Statistics of the spectral densities of stationary stochastic processes (Q1056502) (← links)
- On a criterion for the selection of models for stationary time series (Q1084820) (← links)
- On estimating the hidden periodicities in linear time series models (Q1107250) (← links)
- On some properties of positive definite Toeplitz matrices and their possible applications (Q1112144) (← links)
- Optimal spectral kernel for long-range dependent time series (Q1129458) (← links)
- A class of spectral density estimators (Q1148095) (← links)
- On selection of the order of the spectral density model for a stationary process (Q1150228) (← links)
- On prediction of integrated moving average processes (Q1150229) (← links)
- When is the pseudo-best estimator BLUE? (Q1150975) (← links)
- The significance of the ergodic decomposition of stationary measures for the interpretation of probability (Q1171322) (← links)
- Spectral based testing of the martingale hypothesis (Q1185208) (← links)
- Differential geometrical structures related to forecasting error variance ratios (Q1206617) (← links)
- On the sample variance of linear statistics derived from mixing sequences (Q1208962) (← links)
- Random orthogonal set functions and stochastic models for the gravity potential of the earth (Q1215216) (← links)
- Asymptotic properties of dynamic stochastic parameter estimates. III (Q1218709) (← links)
- Frequency domain pattern classification (Q1222971) (← links)
- Complex random fields (Q1223867) (← links)
- A spectral estimator for certain stationary random processes (Q1235487) (← links)
- Cumulants of estimates of the spectrum of a stationary time series (Q1248877) (← links)
- Asymptotic behavior of an estimate of the correlation function of a stationary Gaussian sequence (Q1250673) (← links)
- Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707) (← links)
- Uniform convergence of the empirical spectral distribution function (Q1275954) (← links)
- Frequency domain analysis of robust signal estimators (Q1310899) (← links)
- Testing for a unit root by frequency domain regression (Q1314478) (← links)
- Fast iterative methods for least squares estimations (Q1319865) (← links)
- Rates of convergence and optimal spectral bandwidth for long range dependence (Q1333578) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Asymptotic behavior of bootstrap spectral window estimation (Q1367243) (← links)
- Weighted least squares estimates in linear regression models for processes with uncorrelated increments (Q1374641) (← links)
- A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
- Spectral representation and asymptotic properties of certain deterministic fields with innovation components (Q1416782) (← links)
- An omnibus test for the time series model AR(1). (Q1421315) (← links)
- On the eigenstructure of generalized fractional processes. (Q1423091) (← links)
- A conversation with I. Richard Savage. With the assistance of Bruce Spencer. (Q1431159) (← links)