scientific article; zbMATH DE number 3954108
From MaRDI portal
Publication:3723535
Stationary stochastic processes (60G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) 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) Inference from stochastic processes and prediction (62M20)
Cited in
(20)- Positive matrix functions on the bitorus with prescribed Fourier coefficients in a band
- Fitting time series models to nonstationary processes
- Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
- Asymptotically optimal estimation in misspecified time series models
- Large deviations for quadratic forms of stationary Gaussian processes
- A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test
- Asymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE mean
- Parametric estimation for Gaussian fields indexed by graphs
- Bounds for Bayesian order identification with application to mixtures
- Testing the order of a model
- Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance estimating functions for fitting Matérn models. I: Densely sampled processes
- Efficient estimation of functionals of the spectral density of stationary Gaussian fields
- CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS
- Maximum likelihood estimation and model selection for locally stationary processes∗
- APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MATRIX TO THE AUTOREGRESSIVE MODEL
- Adaptive sub-sampling for parametric estimation of Gaussian diffusions
- Parametric estimation of stationary stochastic processes under indirect observability
- Estimation error for blind Gaussian time series prediction
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation
- Parametric estimation from approximate data: non-Gaussian diffusions
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 Q3723535)