The following pages link to Benjamin Kedem-Kimelfeld (Q1230333):
Displaying 50 items.
- (Q689344) (redirect page) (← links)
- Asymptotic analysis of a multiple frequency estimation method (Q689345) (← links)
- Semiparametric regression in testicular germ cell data (Q714374) (← links)
- Introduction to semiparametric methods (Q715771) (← links)
- On the efficiency of a semiparametric approach to the one-way layout (Q715777) (← links)
- From the early days of the semiparametric field: a conversation with Ya'acov Ritov (Q715788) (← links)
- On the sinusoidal limit of stationary time series (Q797947) (← links)
- Monotone gain, first-order autocorrelation and zero-crossing rate (Q806878) (← links)
- Semiparametric distribution forecasting (Q993815) (← links)
- Time series discrimination by higher order crossings (Q1052025) (← links)
- Exponomial forecasts of nonstationary time series (Q1230334) (← links)
- Counting the number of 0-1 stationary time series having the same likelihood (Q1242398) (← links)
- Prediction and classification of non-stationary categorical time series (Q1275416) (← links)
- On autocorrelation estimation in mixed-spectrum Gaussian processes (Q1316600) (← links)
- Asymptotic normality of sample autocovariances with an application in frequency estimation (Q1338753) (← links)
- Normal orthant probabilities in the equicorrelation case (Q1577984) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- A note on autocovariance estimation in the presence of discrete spectra (Q1897084) (← links)
- Non-dependence of the predictive distribution on the population size (Q1916169) (← links)
- Estimation of tail probabilities by repeated augmented reality (Q2241522) (← links)
- Out-of-sample fusion in risk prediction (Q2320921) (← links)
- Semi-parametric cluster detection (Q2470906) (← links)
- Statistical Data Fusion (Q2970326) (← links)
- (Q3149660) (← links)
- THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS (Q3200431) (← links)
- Forecasting mortality rates via density ratio modeling (Q3526424) (← links)
- On the asymptotic variance of higher order crossings with special reference to a fast white noise test (Q3713441) (← links)
- DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS (Q3736762) (← links)
- On the lognormality of rain rate (Q3747602) (← links)
- A Stochastic Characterization of the Sine Function (Q3750722) (← links)
- Higher-Order Crossings in Time Series Model Identification (Q3763441) (← links)
- Higher order crossings spectral analysis of an almost periodic random sequence in noise (Q3830934) (← links)
- Tracking abrupt frequency changes (Q3838321) (← links)
- (Q3859149) (← links)
- Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting (Q3885021) (← links)
- On the asymptotic normality of linear rank statistics (Q3886653) (← links)
- On nearest neighbor degeneracies of indistinguishable particles (Q3903917) (← links)
- On goodness of fit of time series models: An application of higher order crossings (Q3932173) (← links)
- Some Graphical Considerations in Time Series Analysis (Q3959323) (← links)
- A two-dimensional higher order crossings theorem (Corresp.) (Q3969642) (← links)
- Zero-crossing rates of functions of Gaussian processes (Q3981157) (← links)
- (Q4015657) (← links)
- Stochastic modeling of rain rate processes: a diffusion model (Q4021153) (← links)
- Estimating the Lags of Lag Processes (Q4067947) (← links)
- Sufficient statistics associated with a two-state second-order Markov chain (Q4099098) (← links)
- Exact maximum likelihood estimation of the parameter in the AR(1) process after hard limiting (Corresp.) (Q4101303) (← links)
- Sufficiency and the number of level crossings by a stationary process (Q4147523) (← links)
- Strong consistency of the contraction mapping method for frequency estimation (Q4277157) (← links)
- Iteration of mappings and fixed points in mixed spectrum analysis (Q4291644) (← links)
- AN ITERATIVE FILTERING ALGORITHM FOR NON-FOURIER FREQUENCY ESTIMATION (Q4299027) (← links)
