The following pages link to D. S. Poskitt (Q280240):
Displaying 50 items.
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (Q425687) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- Extimation and structure determination of multivariate input systems (Q914310) (← links)
- A Bayes procedure for the identification of univariate time series models (Q1082767) (← links)
- Unit canonical correlations between future and past (Q1104009) (← links)
- An approach to testing linear time series models (Q1162092) (← links)
- Diagnostic tests for multiple time series models (Q1165544) (← links)
- Identification of echelon canonical forms for vector linear processes using least squares (Q1192964) (← links)
- On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models (Q1340296) (← links)
- The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification (Q1740276) (← links)
- A new analytical method of studying post-synaptic currents (Q1808678) (← links)
- Periodogram-based estimators of fractal properties (Q1914265) (← links)
- Conceptual frameworks and experimental design in simultaneous equations (Q1934847) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- Description length and dimensionality reduction in functional data analysis (Q2361186) (← links)
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
- A Note on Window Length Selection in Singular Spectrum Analysis (Q2802834) (← links)
- Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes (Q2852487) (← links)
- (Q3026035) (← links)
- (Q3038301) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
- (Q3200429) (← links)
- (Q3347146) (← links)
- ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS (Q3434193) (← links)
- SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA (Q3482739) (← links)
- Assessing the magnitude of the concentration parameter in a simultaneous equations model (Q3566436) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869) (← links)
- Determining a portfolio of linear time series models (Q3740859) (← links)
- (Q3773126) (← links)
- Autoregressive frequency estimation (Q3828919) (← links)
- (Q3830381) (← links)
- (Q3833976) (← links)
- Testing the specification of a fitted autoregressive-moving average model (Q3871770) (← links)
- Testing the Restrictions of the Almon Lag Technique (Q4067966) (← links)
- Approximating the Exact Finite Sample Distribution of a Spectral Estimator (Q4153978) (← links)
- Double-blind Deconvolution: The Analysis of Post-synaptic Currents in Nerve Cells (Q4238697) (← links)
- (Q4257540) (← links)
- Stable spectral factorization with applications to the estimation of time series models (Q4275154) (← links)
- A Functional Data—Analytic Approach to Signal Discrimination (Q4541395) (← links)
- ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS (Q4864583) (← links)
- Markov chain models, time series analysis and extreme value theory (Q4891046) (← links)
- Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)
- On Singular Spectrum Analysis And Stepwise Time Series Reconstruction (Q5111778) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- Signal Identification in Singular Spectrum Analysis (Q5361192) (← links)
- ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS (Q5438571) (← links)
