scientific article; zbMATH DE number 3131469

zbMATH Open0080.12904MaRDI QIDQ3247497FDOQ3247497

Authors: Ulf Grenander, Murray Rosenblatt

Publication date: 1957

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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
A Nonparametric Prewhitened Covariance Estimator
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
The problem of identification in finite parameter continuous time models
A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series
Time series regression with persistent level shifts
A problem in prediction theory
Non-regular estimation theory for piecewise continuous spectral densities
Uniform convergence of the empirical spectral distribution function
Numerical differentiation procedures for non-exact data
The integrated copula spectrum
Minimax regression designs for approximately linear models with autocorrelated errors
Estimating deterministic trends with an integrated or stationary noise component
GMM estimation with cross sectional dependence
On singular spectrum analysis and stepwise time series reconstruction
HAC estimation in a spatial framework
Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
Genetic algorithms for the identification of additive and innovation outliers in time series
Fourier analysis of stationary time series in function space
Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors
Distribution theory for the Studentized mean for long, short, and negative memory time series
Title not available (Why is that?)
A bootstrap-assisted spectral test of white noise under unknown dependence
On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
Nonparametric spectrum estimation for spatial data
Spectral based testing of the martingale hypothesis
Distribution free goodness-of-fit tests for linear processes
Semiparametric estimation for stationary processes whose spectra have an unknown pole
TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Detecting changes in functional linear models
Smoothing-based lack-of-fit tests: variations on a theme
The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process
The impact of bootstrap methods on time series analysis
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?

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