The following pages link to Time series: theory and methods. (Q1188830):
Displayed 50 items.
- Fitting SDE models to nonlinear Kac-Zwanzig heat bath models (Q705659) (← links)
- Invariance principle for a class of non stationary processes with long memory (Q817903) (← links)
- Parameter estimates for fractional autoregressive spatial processes (Q817983) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- On recursive estimation for time varying autoregressive processes (Q817986) (← links)
- EWMA charts for monitoring the mean and the autocovariances of stationary processes (Q849882) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes (Q850752) (← links)
- General linear processes in Hilbert spaces and prediction (Q866634) (← links)
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
- On covariance generating functions and spectral densities of periodically correlated autoregressive processes (Q871351) (← links)
- On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083) (← links)
- Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
- Multivariate CARMA processes (Q873609) (← links)
- Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
- Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
- Superoptimal estimator of the spectral density by adaptive projection: an application to the estimation of a moving average order (Q950138) (← links)
- A Hilbert-Huang transform approach for predicting cyber-attacks (Q955858) (← links)
- On martingale approximations (Q957521) (← links)
- Data analysis using regression models with missing observations and long-memory: an application study (Q959290) (← links)
- An improved Akaike information criterion for state-space model selection (Q959349) (← links)
- A periodogram-based metric for time series classification (Q959352) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Rank-based estimation for all-pass time series models (Q995429) (← links)
- Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717) (← links)
- Convergence rates of posterior distributions for non iid observations (Q997377) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Sample autocovariances of long-memory time series (Q1002560) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- On the asymptotic joint distribution of sample space-time covariance estimators (Q1002584) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- The effect of memory on functional large deviations of infinite moving average processes (Q1004405) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Gauss-Newton and M-estimation for ARMA processes with infinite variance (Q1272156) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- Uniform convergence of the empirical spectral distribution function (Q1275954) (← links)
- On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
- Efficient GMM and MD estimation of autoregressive models (Q1285730) (← links)
- Root modulus constraints in autoregressive model estimation (Q1287042) (← links)
- Extremes of stochastic volatility models (Q1296598) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- Tests for cointegration with infinite variance errors (Q1298440) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Last passage time for the empirical mean of some mixing processes (Q1305286) (← links)
- Estimating integrals of stochastic processes using space-time data (Q1307097) (← links)