scientific article; zbMATH DE number 3131469

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The inverse partial correlation function of a time series and its applications
Statistics of the spectral densities of stationary stochastic processes
On a criterion for the selection of models for stationary time series
On estimating the hidden periodicities in linear time series models
On some properties of positive definite Toeplitz matrices and their possible applications
Optimal spectral kernel for long-range dependent time series
GMM estimation with cross sectional dependence
A class of spectral density estimators
On selection of the order of the spectral density model for a stationary process
On prediction of integrated moving average processes
When is the pseudo-best estimator BLUE?
The significance of the ergodic decomposition of stationary measures for the interpretation of probability
Spectral based testing of the martingale hypothesis
Differential geometrical structures related to forecasting error variance ratios
On the sample variance of linear statistics derived from mixing sequences
Random orthogonal set functions and stochastic models for the gravity potential of the earth
Asymptotic properties of dynamic stochastic parameter estimates. III
Frequency domain pattern classification
Complex random fields
A spectral estimator for certain stationary random processes
Cumulants of estimates of the spectrum of a stationary time series
Asymptotic behavior of an estimate of the correlation function of a stationary Gaussian sequence
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Uniform convergence of the empirical spectral distribution function
Frequency domain analysis of robust signal estimators
Testing for a unit root by frequency domain regression
Fast iterative methods for least squares estimations
Rates of convergence and optimal spectral bandwidth for long range dependence
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.
Asymptotic behavior of bootstrap spectral window estimation
Weighted least squares estimates in linear regression models for processes with uncorrelated increments
A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series
Spectral representation and asymptotic properties of certain deterministic fields with innovation components
An omnibus test for the time series model AR(1).
On the eigenstructure of generalized fractional processes.
A conversation with I. Richard Savage. With the assistance of Bruce Spencer.
A goodness-of-fit test for VARMA\((p, q)\) models
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
Controlling the size of autocorrelation robust tests
Higher-order asymptotic theory of shrinkage estimation for general statistical models
On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Minimax regression designs for approximately linear models with autocorrelated errors
Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables)
n**(1/2)-approximation of the likelihood function
A limit theorem for spectral density statistics with time shift
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
The problem of identification in finite parameter continuous time models
Weak stationarity of a time series with wavelet representation
Dependent functional data
Improved bispectrum based tests for Gaussianity and linearity
Unit root tests in the presence of uncertainty about the non-stochastic trend
Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors
The integrated copula spectrum
Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process
Modified LASSO estimators for time series regression models with dependent disturbances
Inversion formula for diadic wavelet representation of second-order processes
Trends in distributional characteristics: existence of global warming
Testing discrete-valued time series for whiteness
On multivariate nonlinear regression models with stationary correlated errors
Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions
A stagewise parameter estimation procedure for correlated data
Local Whittle likelihood estimators and tests for spatial lattice data
Inversion of Catalan matrix plus one
Distribution theory for the Studentized mean for long, short, and negative memory time series
Asymptotic spectral theory for nonlinear time series
Non-regular estimation theory for piecewise continuous spectral densities
Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments
A nonparametric regression cross spectrum for multivariate time series
On discriminating between long-range dependence and changes in mean
Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
Testing stationarity of functional time series
A representation of Gaussian processes
The optimal sampling procedure for estimating the mean of stationary Markov processes
A Bessel-Schwarz inequality for Gramians and related bounds for determinants
A problem in prediction theory
A method of statistical identification of discrete time parameter linear systems
Estimation of transfer functions in closed loop stochastic systems
Power spectrum estimation through autoregressive model fitting
System identification. A survey
Numerical differentiation procedures for non-exact data
Gaussian limit fields for the integrated periodogram
Local empirical spectral measure of multivariate processes with long range dependence.
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Testing for common deterministic trend slopes
Estimating deterministic trends with an integrated or stationary noise component
Goodness of fit for lattice processes
An automatic portmanteau test for serial correlation
Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs
On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences
A goodness-of-fit process for ARMA(p,q) models based on a modified residual autocorrelation sequence
Asymptotic theory of parameter estimation by a contrast function based on interpolation error
Optimal linear interpolation of multiple missing values
Bootstrap specification tests for linear covariance stationary processes
Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
Testing for equality of an increasing number of spectral density functions
Probabilistic properties of parametric dual and inverse time series models generated by ARMA models
HAC estimation in a spatial framework
Goodness-of-fit tests for probability distributions and spectral distributions

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