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):
Displayed 19 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)
- 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)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← 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)
- Unit-root testing: on the asymptotic equivalence of Dickey-Fuller with the log-log slope of a fitted autoregressive spectrum (Q5391311) (← links)
