Pages that link to "Item:Q3580639"

The following pages link to ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES (Q3580639):

Displaying 41 items.

• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• Fourier analysis of stationary time series in function space (Q355089) (← links)
• Trimmed stable AR(1) processes (Q404137) (← links)
• Detecting changes in functional linear models (Q444989) (← links)
• Covariance matrix estimation for stationary time series (Q450046) (← links)
• Inference of time-varying regression models (Q693729) (← links)
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
• Adaptive bandwidth selection in the long run covariance estimator of functional time series (Q1659158) (← links)
• Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference (Q1746545) (← links)
• High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
• Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
• On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
• A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
• Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
• Spectral analysis of high-dimensional time series (Q2326992) (← links)
• Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
• Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
• On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
• Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs (Q2633514) (← links)
• A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support (Q2789388) (← links)
• Structural breaks in time series (Q2852477) (← links)
• On the isotonic change-point problem (Q2863059) (← links)
• SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
• Efficient semiparametric estimation in time-varying regression models (Q4567920) (← links)
• ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
• Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
• Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
• Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
• ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
• Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
• Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
• Testing for changes in linear models using weighted residuals (Q6074726) (← links)
• Nonparametric testing for the specification of spatial trend functions (Q6097554) (← links)
• UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)
• Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
• Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
• Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
• Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)