Pages that link to "Item:Q1152195"
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The following pages link to An optimal autoregressive spectral estimate (Q1152195):
Displayed 18 items.
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
- Bootstrapping spectra: methods, comparisons and application to knock data (Q985462) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- Autoregressive spatial spectral estimates (Q1706446) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models (Q1871691) (← links)
- From data to stochastic models (Q1976343) (← links)
- Spectral Estimation of the Multivariate Impulse Response (Q2968473) (← links)
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
- REGRESSION, AUTOREGRESSION MODELS (Q3716147) (← links)
- THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)
- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS (Q3738436) (← links)
- J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
- On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590) (← links)
- AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS (Q5697626) (← links)
- ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS (Q5697631) (← links)