scientific article; zbMATH DE number 3086018

Cited in

(56)

Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
Parameter identifiability with Kullback-Leibler information divergence criterion
On the Fisher information matrix of a vector ARMA process
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An explicit expression for the Fisher information matrix of a multiple time series process
Bayesian estimation of Gegenbauer processes
On the semi-varying coefficient dynamic panel data model with autocorrelated errors
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A general frequency domain estimation method for Gegenbauer processes
An algorithm for the exact Fisher information matrix of vector ARMAX time series
A multi-dimensional prediction problem
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Modeling Temporally Evolving and Spatially Globally Dependent Data
Robust prediction and interpolation for vector stationary processes
Modeling stock market dynamics with stochastic differential equation driven by fractional Brownian motion: a Bayesian method
Compression and Conditional Emulation of Climate Model Output
Forecasting trends with asset prices
Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain
Walsh Fourier transform of locally stationary time series
On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process
The Fisher information matrix for linear systems.
Generalized Cauchy model of sea level fluctuations with long-range dependence
Maximum likelihood estimation and MUSIC in array localization signal processing: A review
Gaussian limit fields for the integrated periodogram
The information matrices of the parameters of multiple mixed time series
Autoregressive model fitting for control
Bayesian inference on structural impulse response functions
Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
Parameter estimation for SPDEs based on discrete observations in time and space
The asymptotic and exact Fisher information matrices of a vector ARMA process
Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
On the resultant property of the Fisher information matrix of a vector ARMA process
The information matrix of multiple-input single-output time series models
50 years of International Journal of Systems Science: a review of the past and trends for the future
NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS
Sampling properties of color independent component analysis
Spectral methods for small sample time series: A complete periodogram approach
Estimation of semivarying coefficient time series models with ARMA errors
On the accuracy in errors-in-variables identification compared to prediction-error identification
Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices
Prediction theory for stationary functional time series
Outlier resistant filtering and smoothing
Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes
A generalization of Whittle's formula for the information matrix of vector-mixed time series
On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes
A novel partial-linear single-index model for time series data
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models
Estimation methods for stationary Gegenbauer processes
Wiener’s contributions to generalized harmonic analysis, prediction theory and filter theory
A test for second order stationarity of a multivariate time series
Functional inverted Wishart for Bayesian multivariate spatial modeling with application to regional climatology model data
On a matrix-valued autoregressive model
The Matérn model: a journey through statistics, numerical analysis and machine learning
Seasonal generalized AR models

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