scientific article; zbMATH DE number 3083903

Cited in

(30)

Plane sampling
Asymptotic efficiency of rank tests of randomness against autocorrelation
Convergence theorems on the least square estimators of the structural parameters of a linear explosive model
On a multivariate central limit theorem for stationary bilinear processes
On the asymptotic efficiency of estimators in an autoregressive process
Mixed \(L_p\) estimators variety for model order reduction in control oriented system identification
Whiteness constraints in a unified variational framework for image restoration
A robust whiteness test for the identification of discrete-time linear models: use of orthonormal transfer functions
On linear processes with dependent innovations
Power spectrum estimation through autoregressive model fitting
A useful central limit theorem for m-dependent variables
On asymptotic exponential regression with correlated observations
Statistical predictor identification
The Invariance Principle for Dependent Random Variables
Least squares estimation of the coefficients of a partially explosive model, with polynomial regressions of same degree, generating a pair of related time series
Central Limit Theorems for dependent variables. I
On the estimation of coefficients of a simultaneous linear explosive model of higher orders with moving average errors generating a pair of time series
Die Auswertung von autokorrelierten Simulationsergebnissen
Limit theorems for stationary and dyadic-stationary processes
A fluctuation limit theorem for a critical branching process with dependent immigration
Huberian function applied to neurodegenerative disorder gait rhythm
Ein Zentraler Grenzwertsatz f�r Summen von Variablen einer verallgemeinerten linearen Zufallsfolge
On a simplified method of the estimation of the correlogram for a stationary Gaussian process. III.
Iterated Limits and the Central Limit Theorem for Dependent Variables
CLT with explicit variance for products of random singular matrices related to Hill's equation
A central limit theorem with explicit Lyapunov exponent and variance for products of \(2\times 2\) random non-invertible matrices
Surmise for random matrices' level spacing distributions beyond nearest-neighbors
A further instance of the central limit theorem for dependent random variables
Note on the central limit theorem
On some moments and distributions occurring in the theory of linear stochastic processes. I

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 Q5822786)