The following pages link to (Q3321285):
Displaying 9 items.
- Empirical spectral processes and their applications to time series analysis (Q1109413) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Algorithm for adaptively smoothing the log-periodogram (Q1398315) (← links)
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- A New ARMA Spectral Estimator (Q3745112) (← links)
- Nonlinear modelling of periodic threshold autoregressions using Tsmars (Q5467627) (← links)
- A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
