Pages that link to "Item:Q1113599"
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The following pages link to Small sample effects in time series analysis: A new asymptotic theory and a new estimate (Q1113599):
Displaying 33 items.
- Asymptotic equivalence of spectral density estimation and Gaussian white noise (Q847633) (← links)
- Approximation for the inverse of Toeplitz matrices with applications to stationary processes (Q909745) (← links)
- Approximating data (Q955848) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Non-stationary log-periodogram regression (Q1298461) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Fitting time series models to nonstationary processes (Q1355167) (← links)
- Generalized Levinson--Durbin and Burg algorithms. (Q1421316) (← links)
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
- Locally stationary functional time series (Q1697469) (← links)
- The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- Nonparametric high resolution spectral estimation (Q1822877) (← links)
- On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Polynomial tapered two-stage least squares method in nonlinear regression (Q2016289) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
- A Novel Approach for Estimating Seemingly Unrelated Regressions with High-Order Autoregressive Disturbances (Q2876126) (← links)
- REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING (Q4021571) (← links)
- PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION (Q4319841) (← links)
- CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA (Q4864581) (← links)
- Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
- Unit-root testing: on the asymptotic equivalence of Dickey-Fuller with the log-log slope of a fitted autoregressive spectrum (Q5391311) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
- Forecasting Unemployment Using Internet Search Data via PRISM (Q5881953) (← links)
- Forecasting highly persistent time series with bounded spectrum processes (Q6099124) (← links)
- A new non‐parametric cross‐spectrum estimator (Q6134631) (← links)
- Simplified Whittle estimators for spectral parameters of stationary linear models with tapered data (Q6602404) (← links)
