Pages that link to "Item:Q5676955"
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The following pages link to An exponential model for the spectrum of a scalar time series (Q5676955):
Displaying 50 items.
- A parametric bootstrap test for cycles (Q265115) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
- Fuzzy clustering of time series in the frequency domain (Q543814) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Peak-insensitive parametric spectrum estimation (Q913429) (← links)
- Smoothing spline ANOPOW (Q993825) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- On a criterion for the selection of models for stationary time series (Q1084820) (← links)
- Regions of autocorrelation coefficients in AR(p) and EX(p) processes (Q1144883) (← links)
- Nonexistence of estimates which minimize \(x'V^{-1}x\) in an exponential type of stationary time series (Q1145459) (← links)
- Parameter estimation of an autoregressive moving average model (Q1162091) (← links)
- Measuring and comparing smoothness in time series. The production smoothing hypothesis (Q1341192) (← links)
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- Computation of the autocovariances for time series with multiple long-range persistencies (Q1659057) (← links)
- A new look at portmanteau tests (Q1744726) (← links)
- The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration (Q1765007) (← links)
- Uniform convergence of sample second moments of families of time series arrays. (Q1848885) (← links)
- Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
- Empirical evidence of the spot and the forward exchange rates in Canada. (Q1852949) (← links)
- Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
- An invariance property of optimal spectral bandwidths (Q1903183) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Canonical correlation analysis between time series and static outcomes, with application to the spectral analysis of heart rate variability (Q1951552) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series (Q2261912) (← links)
- Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
- Generalised cepstral models for the spectrum of vector time series (Q2293719) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
- Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820) (← links)
- Clustering of biological time series by cepstral coefficients based distances (Q2427375) (← links)
- Asymptotic theory of cepstral random fields (Q2448723) (← links)
- The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
- Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
- Goodness of fit for lattice processes (Q2628837) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- Distribution-free tests for time series models specification (Q2630201) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
- Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability (Q2815045) (← links)
- WHY FARIMA MODELS ARE BRITTLE (Q2865149) (← links)
- Generalised Partial Autocorrelations and the Mutual Information Between Past and Future (Q2956057) (← links)
- FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082) (← links)
