The following pages link to Raul Pedro Mentz (Q1241001):
Displaying 44 items.
- (Q367536) (redirect page) (← links)
- Note on the autoregressive spectral estimator (Q367538) (← links)
- Estimating covariance matrices (Q1175405) (← links)
- Estimating the common mean of two multivariate normal distributions (Q1175406) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
- On \(L_ p\)-norms of multivariate density estimators (Q1184216) (← links)
- Lattice-ordered conditional independence models for missing data (Q1186630) (← links)
- Beyond principal component analysis: A trilinear decomposition model and least squares estimation (Q1205775) (← links)
- A note on maximum likelihood estimation in the first-order Gaussian moving average model (Q1209696) (← links)
- Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results (Q1241002) (← links)
- The generalized variance of a stationary autoregressive process (Q1245522) (← links)
- Estimation in the first order moving average model based on sample autocorrelations (Q1245551) (← links)
- Model-building problem of periodically correlated \(m\)-variate moving average processes (Q1268004) (← links)
- A factorial covariance structure model for space-time multivariate stochastic processes (Q1283297) (← links)
- On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
- On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
- Multidimensional medians arising from geodesics on graphs (Q1359409) (← links)
- On the asymptotics of quantizers in two dimensions (Q1364668) (← links)
- Median balls: An extension of the interquantile intervals to multivariate distributions (Q1375106) (← links)
- A remark on a Fourier bounding method of proof for convergence of sums of periodograms (Q1388170) (← links)
- Exploring multivariate data with the forward search. (Q1422445) (← links)
- On confidence bands for time series problems in the time and frequency domains (Q1766421) (← links)
- Nonlinear time series. Nonparametric and parametric methods (Q1866762) (← links)
- Robust estimation in time series (Q1874751) (← links)
- Simulations of iterative proceduresfor maximum likelihood estimation in MA(1) models (Q3125812) (← links)
- (Q3201446) (← links)
- (Q3673903) (← links)
- Modelling and Forecasting Linear Combinations of Time Series (Q3776444) (← links)
- On Residual Variance Estimation in Autoregressive Models (Q3838314) (← links)
- (Q3940699) (← links)
- ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS (Q3965458) (← links)
- (Q4087352) (← links)
- On the Inverse of Some Covariance Matrices of Toeplitz Type (Q4103682) (← links)
- (Q4120693) (← links)
- Residual variance estimation in moving average models (Q4269936) (← links)
- Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (Q4275772) (← links)
- (Q4458416) (← links)
- (Q4458433) (← links)
- (Q4458439) (← links)
- LIKELIHOOD RATIO TEST OF EQUALITY OF SEVERAL VARIANCES IN THE INTRACLASS CORRELATION MODEL (Q4541770) (← links)
- (Q5045514) (← links)
- Elements of multivariate time series analysis (Q5894742) (← links)
- Elements of multivariate time series analysis. (Q5906771) (← links)
- Seasonal adjustment with the X-11 method (Q5926094) (← links)
