The following pages link to (Q4734566):
Displaying 10 items.
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Multivariate CARMA processes (Q873609) (← links)
- Towards a nonparametric test of linearity for times series (Q1299551) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- Asymptotic properties of an estimator in errors-in-variables models in the presence of validation data. (Q1963126) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
- Spectral estimation in the presence of missing data (Q4606859) (← links)
- Modeling and forecasting persistent financial durations (Q5864631) (← links)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
