Pages that link to "Item:Q1251442"
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The following pages link to Alternative models for stationary stochastic processes (Q1251442):
Displaying 13 items.
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
- Peak-insensitive parametric spectrum estimation (Q913429) (← links)
- On a criterion for the selection of models for stationary time series (Q1084820) (← links)
- On the consistency of the global minimizer of Mallow's criterion for nonparametric regression (Q1174649) (← links)
- Model fitting for continuous-time stationary processes from discrete-time data (Q1186773) (← links)
- Parameter estimation and hypothesis testing in stationary vector time series (Q1380591) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
- Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
- Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
- TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION (Q3028134) (← links)
- ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL (Q3034708) (← links)
- FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (Q4025280) (← links)
