scientific article; zbMATH DE number 3131469

zbMATH Open0080.12904MaRDI QIDQ3247497FDOQ3247497

Authors: Ulf Grenander, Murray Rosenblatt 

Publication date: 1957

Title of this publication is not available (Why is that?)

zbMATH Keywords

Statistics

Cited In (only showing first 100 items - show all)

• Maxima of stationary Gaussian processes
• The consistency of the L₁norm estimates in arma models
• Probabilistic properties of parametric dual and inverse time series models generated by ARMA models
• Localization for random Schrödinger operators with correlated potentials
• Asymptotic behavior of an estimate of the correlation function of a stationary Gaussian sequence
• On estimating the hidden periodicities in linear time series models
• On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences
• Estimation of transfer functions in closed loop stochastic systems
• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
• Nonparametric functionals of spectral distributions and their applications to time series analy\-sis
• On Crossings of Arbitrary Curves by Certain Gaussian Processes
• A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
• Spectral analysis for processes with almost periodic covariances
• Permutation inference distribution for linear regression and related models
• Optimal spectral kernel for long-range dependent time series
• Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors
• The significance of the ergodic decomposition of stationary measures for the interpretation of probability
• Fast iterative methods for least squares estimations
• A class of spectral density estimators
• On prediction of integrated moving average processes
• When is the pseudo-best estimator BLUE?
• Frequency domain analysis of robust signal estimators
• Equivalent sample sizes in time series regressions
• Improved bispectrum based tests for Gaussianity and linearity
• Testing for a unit root by frequency domain regression
• Gaussian limit fields for the integrated periodogram
• A characterization of the inverse autocorrelation function
• Estimation of disequilibrium and limited dependent variable models with serially dependent residuals
• ON THE ESTIMATION OF THE INVERSE CORRELATION FUNCTION
• �ber die Konsistenz von Parametersch�tzfunktionen f�r ein gemischtes Zeitreihen-Regressionsmodell
• A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS
• A Factorization problem and the problem of predicting non-stationary vector-valued stochastic processes
• DETECTING SINUSOIDS IN NON-GAUSSIAN NOISE
• On some moments and distributions occurring in the theory of linear stochastic process. II
• A test of fit for the spectral density function of a stochastic process
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
• The inverse partial correlation function of a time series and its applications
• On the sample variance of linear statistics derived from mixing sequences
• ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES
• The optimal sampling procedure for estimating the mean of stationary Markov processes
• Statistics of the spectral densities of stationary stochastic processes
• INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS
• A FORMULA FOR THE INVERSE AUTOCORRELATION FUNCTION OF AN AUTOREGRESSIVE PROCESS
• Differential geometrical structures related to forecasting error variance ratios
• The geometry of statistical efficiency and matrix statistics
• Asymptotic behavior of bootstrap spectral window estimation
• Title not available (Why is that?)
• Cumulants of estimates of the spectrum of a stationary time series
• An omnibus test for the time series model AR(1).
• Random orthogonal set functions and stochastic models for the gravity potential of the earth
• Frequency domain pattern classification
• Complex random fields
• Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences
• A spectral estimator for certain stationary random processes
• On selection of the order of the spectral density model for a stationary process
• On a criterion for the selection of models for stationary time series
• Time series properties of aggregate output fluctuations
• Testing for common deterministic trend slopes
• Asymptotic theory of parameter estimation by a contrast function based on interpolation error
• Bootstrap specification tests for linear covariance stationary processes
• Rates of convergence and optimal spectral bandwidth for long range dependence
• An automatic portmanteau test for serial correlation
• Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.
• Asymptotics of trimmed CUSUM statistics
• ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE
• Linear least squares estimation of regression models for two-dimensional random fields
• A simple, robust and powerful test of the trend hypothesis
• Testing stationarity of functional time series
• A conversation with Murray Rosenblatt
• Controlling the size of autocorrelation robust tests
• An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
• Least squares estimation in finite Markov processes
• Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
• Spectral density estimation for linear processes with dependent innovations
• Asymptotic spectral theory for nonlinear time series
• Robust trend inference with series variance estimator and testing-optimal smoothing parameter
• Testing the Fit of a Vector Autoregressive Moving Average Model
• Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs
• On some properties of positive definite Toeplitz matrices and their possible applications
• A goodness-of-fit test for ARCH(\(\infty\)) models
• System identification. A survey
• Goodness of fit for lattice processes
• A Regression Problem Concerning Stationary Processes
• The Hybrid Wild Bootstrap for Time Series
• Convergence rates in density estimation for data from infinite-order moving average processes
• A goodness-of-fit test for ARCH(\(\infty\)) models
• Unit root tests in the presence of uncertainty about the non-stochastic trend
• On the estimation of the regression coefficients of a continuous parameter process with stationary residual
• Asymptotic properties of dynamic stochastic parameter estimates. III
• On discriminating between long-range dependence and changes in mean
• A Bessel-Schwarz inequality for Gramians and related bounds for determinants
• A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES
• A conversation with Ulf Grenander
• Fluctuations from the Nonequilibrium Steady State
• On the estimation of the spectral density for continuous spatial processes
• Simple linear regression with multiple level shifts
• Forecasting autoregressive time series in the presence of deterministic components
• Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors
• Power spectrum estimation through autoregressive model fitting
• A nonparametric regression cross spectrum for multivariate time series

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