scientific article; zbMATH DE number 3919601

MaRDI QIDQ3694491zbMATH OpenFDO

Authors Ulf Grenander, Murray Rosenblatt

Publication date 1984

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(24)

• On the extreme eigenvalues of Hermitian (block) Toeplitz matrices
• The integrated periodogram for long-memory processes with finite or infinite variance
• The periodogram at the Fourier frequencies
• Some theorems on linear positive operators and functionals and their applications
• Estimation of a function observed with a stationary error
• Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
• On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
• Empirical spectral processes for stationary state space models
• Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
• The integrated periodogram of a dependent extremal event sequence
• On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale
• A Fourier analysis of extreme events
• Semiparametric analysis of long-range dependence in nonlinear regression
• Continuous families of vectors that are orbits of a unitary group
• Randomized consistent statistical inference for random processes and fields
• scientific article; zbMATH DE number 5009180 (Why is no real title available?)
• ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U_p-STATISTIC
• Inference on power law spatial trends
• Superlinear PCG methods for symmetric Toeplitz systems
• Optimal multilevel matrix algebra operators
• Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes
• Asymptotic behavior of the prediction error for stationary sequences
• Weak convergence of the function-indexed integrated periodogram for infinite variance processes
• A bootstrap test for time series linearity

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