Pages that link to "Item:Q1077855"
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The following pages link to Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855):
Displaying 17 items.
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- Interpretation and manipulation of Edgeworth expansions (Q688357) (← links)
- Third-order asymptotic properties of a class of test statistics under a local alternative (Q805099) (← links)
- On the martingale approximation of the estimation error of ARMA parameters (Q807566) (← links)
- Approximation for the inverse of Toeplitz matrices with applications to stationary processes (Q909745) (← links)
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes (Q1088354) (← links)
- Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes (Q1112518) (← links)
- More higher-order efficiency: Concentration probability (Q1275420) (← links)
- Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (Q1347093) (← links)
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
- Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series (Q1822435) (← links)
- Comparison of Bartlett-type adjustments for the efficient score statistic (Q1901724) (← links)
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
- DIFFERENTIAL GEOMETRY OF ARMA MODELS (Q3497072) (← links)
- APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS (Q4012955) (← links)
- ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS (Q4299037) (← links)
- Comparison of test statistics via expected lengths of associated confidence intervals (Q5943798) (← links)
