scientific article; zbMATH DE number 3131469

Cited in

(only showing first 100 items - show all)

The impact of bootstrap methods on time series analysis
On a criterion for the selection of models for stationary time series
GLS estimation and confidence sets for the date of a single break in models with trends
Maxima of stationary Gaussian processes
Die Anzahl der?-Niveau-Kreuzungspunkte von stochastischen Prozessen
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
Probabilistic properties of parametric dual and inverse time series models generated by ARMA models
The consistency of the L₁norm estimates in arma models
Localization for random Schrödinger operators with correlated potentials
Local empirical spectral measure of multivariate processes with long range dependence.
Asymptotic behavior of an estimate of the correlation function of a stationary Gaussian sequence
Literaturbericht über die Zerlegung saisonabhängiger Zeitreihen
HAC robust trend comparisons among climate series with possible level shifts
Rates of convergence and optimal spectral bandwidth for long range dependence
Asymptotics of trimmed CUSUM statistics
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.
The effects of autocorrelation among errors on the consistency property of OLS estimator
An automatic portmanteau test for serial correlation
The variance profile
Linear least squares estimation of regression models for two-dimensional random fields
Modified LASSO estimators for time series regression models with dependent disturbances
Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis
ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE
A simple, robust and powerful test of the trend hypothesis
Some Fourier integral theorems
The efficiency of estimates in stationary autoregressive series
Weak-stationarity conditions for wavelet processes
On estimating the hidden periodicities in linear time series models
Dependent functional data
Testing stationarity of functional time series
A conversation with Murray Rosenblatt
Prewhitened long-run variance estimation robust to nonstationarity
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
On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences
Least squares estimation in finite Markov processes
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary
Estimating the Spectral Density at Frequencies Near Zero
Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
Estimating the mean direction of strongly dependent circular time series
Data-Adaptive Estimation of Time-Varying Spectral Densities
Spectral representation and asymptotic properties of certain deterministic fields with innovation components
Estimation of transfer functions in closed loop stochastic systems
Spectral density estimation for linear processes with dependent innovations
Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Optimization methods in time series interpolation
Asymptotic spectral theory for nonlinear time series
Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
A goodness-of-fit test for ARCH() models
On some properties of positive definite Toeplitz matrices and their possible applications
Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs
Wiener-Kolmogorov filtering, frequency-selective filtering, and polynomial regression
On the eigenstructure of generalized fractional processes.
Testing the Fit of a Vector Autoregressive Moving Average Model
Convergence rates in density estimation for data from infinite-order moving average processes
System identification. A survey
Goodness of fit for lattice processes
Higher-order asymptotic theory of shrinkage estimation for general statistical models
The Hybrid Wild Bootstrap for Time Series
A Regression Problem Concerning Stationary Processes
Unit root tests in the presence of uncertainty about the non-stochastic trend
Nonparametric functionals of spectral distributions and their applications to time series analy\-sis
On the estimation of the regression coefficients of a continuous parameter process with stationary residual
Weak stationarity of a time series with wavelet representation
Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators
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
A goodness-of-fit test for ARCH(\(\infty\)) models
A conversation with I. Richard Savage. With the assistance of Bruce Spencer.
Optimal spectral kernel for long-range dependent time series
Asymptotic properties of dynamic stochastic parameter estimates. III
On Crossings of Arbitrary Curves by Certain Gaussian Processes
scientific article; zbMATH DE number 3837224 (Why is no real title available?)
On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise
Permutation inference distribution for linear regression and related models
Modified cramer-von mises goodness-of-fit tests for spectral distribution functions
Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors
A test for weak stationarity in the spectral domain
The significance of the ergodic decomposition of stationary measures for the interpretation of probability
On a simplified method of the estimation of the correlogram for a stationary Gaussian process. III.
Fast iterative methods for least squares estimations
On discriminating between long-range dependence and changes in mean
A goodness-of-fit test for VARMA\((p, q)\) models
Inversion of Catalan matrix plus one
A Bessel-Schwarz inequality for Gramians and related bounds for determinants
Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments
Localizing differentially evolving covariance structures via scan statistics
A conversation with Ulf Grenander
A Weak law of large numbers for a class of nonstationary but stabiuzing vector arma processes with one unit root
A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES
A class of spectral density estimators
On prediction of integrated moving average processes
When is the pseudo-best estimator BLUE?
Inversion formula for diadic wavelet representation of second-order processes
Estimating structural parameters in regression models with adaptive learning
Fluctuations from the Nonequilibrium Steady State
Frequency domain analysis of robust signal estimators

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3247497)