The following pages link to (Q5631966):
Displaying 50 items.
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM (Q62650) (← links)
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805) (← links)
- The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers (Q255768) (← links)
- Sign tests for long-memory time series (Q265025) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
- Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (Q277287) (← links)
- Cell-average multiresolution based on local polynomial regression. application to image processing (Q278560) (← links)
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- The likelihood function and a test for serial correlation in a disequilibrium market model (Q374906) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations (Q395952) (← links)
- Inference on power law spatial trends (Q418245) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Using a priori information in regression analysis (Q465914) (← links)
- Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US (Q473249) (← links)
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large (Q494404) (← links)
- A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data (Q498021) (← links)
- Goodness-of-fit tests for random sequences incorporating several components (Q515470) (← links)
- On the maximum of covariance estimators (Q538182) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Reduced rank regression with autoregressive errors (Q579823) (← links)
- Toeplitz matrices with banded inverses (Q594165) (← links)
- Consistent estimation of equations with composite moving average disturbance terms (Q594525) (← links)
- On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
- Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences (Q607202) (← links)
- Numerical shadows: measures and densities on the numerical range (Q630556) (← links)
- Dynamic critical behavior of the Chayes-Machta algorithm for the random-cluster model. I: Two dimensions (Q644923) (← links)
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
- On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises (Q683456) (← links)
- Stochastic linear trends. Models and estimators (Q685909) (← links)
- Simulation factor screening using cross-spectral methods (Q688218) (← links)
- New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models (Q689413) (← links)
- Linear phase-correction in synchronization: predictions, parameter estimation, and simulations (Q696940) (← links)
- A framework for measuring differences in data characteristics (Q696961) (← links)
- Coupling control variates for Markov chain Monte Carlo (Q732966) (← links)
- Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
- Subsampling realised kernels (Q737277) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Multiple tests for validation of system dynamics type of simulation models (Q749190) (← links)
- The Durbin-Watson ratio under infinite-variance errors (Q756340) (← links)
- Linear transformations of vector ARMA processes (Q760742) (← links)
- Testing the autoregressive parameter with the t statistic (Q761000) (← links)
