Pages that link to "Item:Q1163831"
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The following pages link to A central limit theorem for stationary processes and the parameter estimation of linear processes (Q1163831):
Displaying 50 items.
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Asymptotic theory of parameter estimation by a contrast function based on interpolation error (Q265669) (← links)
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method (Q444216) (← links)
- The decomposition and measurement of the interdependency between second- order stationary processes (Q756841) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
- Normalizing transformations of some statistics of Gaussian ARMA processes (Q908634) (← links)
- A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← links)
- Statistical analysis of dyadic stationary processes (Q916290) (← links)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
- Spectral analysis for intrinsic time processes (Q1038430) (← links)
- Asymptotic normality of spectral estimates (Q1067335) (← links)
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes (Q1088354) (← links)
- Identification of non-minimum phase transfer function using higher-order spectrum (Q1206651) (← links)
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
- Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples (Q1334708) (← links)
- Asymptotic normality of the discrete Fourier transform of long memory time series (Q1341361) (← links)
- Dependent versions of a central limit theorem for the squared length of a sample mean (Q1347177) (← links)
- Fitting time series models to nonstationary processes (Q1355167) (← links)
- A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
- Parameter estimation and hypothesis testing in stationary vector time series (Q1380591) (← links)
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
- Robust parameter estimation for stationary processes by an exotic disparity from prediction problem (Q1687202) (← links)
- Optimal real-time filters for linear prediction problems (Q1695675) (← links)
- Higher-order asymptotic theory of shrinkage estimation for general statistical models (Q1749993) (← links)
- Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series (Q1822435) (← links)
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- Discriminant analysis for locally stationary processes (Q1882941) (← links)
- Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
- Minimax estimation for time series models (Q2070661) (← links)
- Discriminant analysis based on binary time series (Q2189750) (← links)
- Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
- Statistical analysis of a class of factor time series models (Q2369521) (← links)
- Moderate deviations for quadratic forms in Gaussian stationary processes (Q2372140) (← links)
- Local Whittle likelihood estimators and tests for spatial lattice data (Q2411293) (← links)
- Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000) (← links)
- The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
- Non-regular estimation theory for piecewise continuous spectral densities (Q2469494) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- Modified Whittle estimation of multilateral models on a lattice (Q2493134) (← links)
- Inference on transformed stationary time series (Q2628839) (← links)
- Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
- Sampling properties of color independent component analysis (Q2657200) (← links)
- Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994) (← links)
- A test for improved multi-step forecasting (Q3077670) (← links)
- A specification strategy for order determination in arma models (Q3471564) (← links)
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
- SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING (Q3823683) (← links)
- (Q4212945) (← links)
