Pages that link to "Item:Q1226831"

The following pages link to The asymptotic distribution of serial covariances (Q1226831):

Displaying 43 items.

• Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
• Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
• A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248) (← links)
• On the maximum of covariance estimators (Q538182) (← links)
• Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
• Multivariate versions of Bartlett's formula (Q764471) (← links)
• Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model (Q907026) (← links)
• On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
• An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
• Asymptotic normality of spectral estimates (Q1067335) (← links)
• On a criterion for the selection of models for stationary time series (Q1084820) (← links)
• Signal estimation using an array of recorders (Q1167502) (← links)
• On the behavior of inconsistent instrumental variable estimators (Q1173369) (← links)
• Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
• Alternative models for stationary stochastic processes (Q1251442) (← links)
• A new estimator of the fractionally integrated stochastic volatility model (Q1292339) (← links)
• The asymptotic covariance matrix of the multivariate serial correlations (Q1382486) (← links)
• Narrow-band analysis of nonstationary processes (Q1848891) (← links)
• AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
• On estimating integrated squared spectral density derivatives (Q1907654) (← links)
• Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
• Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
• On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence (Q2317312) (← links)
• Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
• On linear processes with dependent innovations (Q2485859) (← links)
• On the asymptotic properties of multivariate sample autocovariances (Q2486171) (← links)
• Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
• Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
• Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
• CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (Q3985819) (← links)
• On the identification of ARMA echelon-form models (Q4036388) (← links)
• Tests for noncorrelation of two multivariate ARMA time series (Q4358889) (← links)
• ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4696576) (← links)
• HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704) (← links)
• ESTIMATION OF PERIODICALLY VARYING MEANS AND STANDARD DEVIATIONS IN TIME SERIES DATA (Q4746696) (← links)
• Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas (Q4944642) (← links)
• Limit Theorems for Functions of a Fractional Brownian Motion (Q5107655) (← links)
• Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
• A note on limiting distribution of the sample auto-covariance function for the first-order autoregressive (AR(1)) model (Q5864793) (← links)
• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)
• Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
• Correcting the bias of the sample cross‐covariance estimator (Q6194051) (← links)
• Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization (Q6621328) (← links)