scientific article
From MaRDI portal
Publication:3265185
zbMath0090.36201MaRDI QIDQ3265185
Publication date: 1957
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (21)
A general approach to conditional moment specification testing with projections ⋮ A theory of robust long-run variance estimation ⋮ Generalized empirical likelihood tests in time series models with potential identification failure ⋮ Two estimators of the long-run variance: beyond short memory ⋮ Uses and abuses of statistical simulation ⋮ Nonparametric spectrum estimation for spatial data ⋮ Simulation methodology - an introduction for queueing theorists ⋮ Nonlinear spectral density estimation: thresholding the correlogram ⋮ A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS ⋮ Series estimation under cross-sectional dependence ⋮ Nonparametric estimation of a smooth trend in the presence of a periodic sequence ⋮ Estimating the Spectral Density at Frequencies Near Zero ⋮ An alternative bootstrap to moving blocks for time series regression models ⋮ Long-Range Dependent Curve Time Series ⋮ A Markov chain sampler for contingency table exact inference ⋮ Robust trend inference with series variance estimator and testing-optimal smoothing parameter ⋮ Asymptotic theory for nonparametric regression with spatial data ⋮ Simple and powerful GMM over-identification tests with accurate size ⋮ Local Whittle estimation of long‐range dependence for functional time series ⋮ A fractionally integrated Wishart stochastic volatility model ⋮ Higher-order kernel semiparametric M-estimation of long memory
This page was built for publication:
