Pages that link to "Item:Q1069639"
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The following pages link to Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz (Q1069639):
Displaying 50 items.
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- A note on the asymptotic behaviour of empirical likelihood statistics (Q257581) (← links)
- Asymptotic theory of parameter estimation by a contrast function based on interpolation error (Q265669) (← links)
- Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series (Q449934) (← links)
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- Efficient estimation of spectral functionals for continuous-time stationary models (Q634700) (← links)
- Preliminary test estimation for spectra (Q643220) (← links)
- Asymptotic equivalence of spectral density estimation and Gaussian white noise (Q847633) (← links)
- On the Hellinger type distances for filtered experiments (Q1119267) (← links)
- Uniform convergence of the empirical spectral distribution function (Q1275954) (← links)
- Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes (Q1286660) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Testing and estimating in the change-point problem of the spectral function (Q1324835) (← links)
- Effects of the Hodrick-Prescott filter on trend and difference stationary time series (Q1349593) (← links)
- Fitting time series models to nonstationary processes (Q1355167) (← links)
- Statistical inference for quantiles in the frequency domain (Q1687327) (← links)
- Adjusted empirical likelihood for time series models (Q1698218) (← links)
- Goodness-of-fit tests for continuous-time stationary processes (Q1795470) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- Parameter estimation of random fields with long-range dependence (Q1894051) (← links)
- On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
- Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
- Goodness-of-fit tests for stationary Gaussian processes with tapered data (Q2040612) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Generalised cepstral models for the spectrum of vector time series (Q2293719) (← links)
- Adjusted empirical likelihood for long-memory time-series models (Q2323270) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
- Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
- Monotone spectral density estimation (Q2429936) (← links)
- Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (Q2448712) (← links)
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
- Gaussian limit fields for the integrated periodogram (Q2564698) (← links)
- Sampling properties of color independent component analysis (Q2657200) (← links)
- Generalised Partial Autocorrelations and the Mutual Information Between Past and Future (Q2956057) (← links)
- NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS (Q3141190) (← links)
- Some Notes on Mutual Information Between Past and Future (Q3440760) (← links)
- ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (Q3774773) (← links)
- SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING (Q3823683) (← links)
- FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (Q4025280) (← links)
- Estimation of the parameters of a time series subject to the error of rotation sampling (Q4275805) (← links)
- A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS (Q4319857) (← links)
- A test of homogeneity for autoregressive processes (Q4545946) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- (Q4909781) (← links)
- A test for independence between a point process and an analogue signal (Q5397957) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)
