Pages that link to "Item:Q1582806"
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The following pages link to Asymptotic theory of statistical inference for time series (Q1582806):
Displaying 50 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Robust functional supervised classification for time series (Q269171) (← links)
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
- On multi-step MLE-process for Markov sequences (Q310050) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model (Q354212) (← links)
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process (Q379990) (← links)
- Asymptotic cumulants of the estimator of the canonical parameter in the exponential family (Q393634) (← links)
- Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
- Extension of some large deviation results for posterior distributions (Q397200) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
- Discriminant analysis for dynamics of stable processes (Q537353) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments (Q625304) (← links)
- Efficient estimation of spectral functionals for continuous-time stationary models (Q634700) (← links)
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- Preliminary test estimation for spectra (Q643220) (← links)
- A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition (Q713830) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
- A note on approximations of traces of products of truncated Toeplitz matrices (Q736267) (← links)
- On the trace approximation problem for truncated Toeplitz operators and matrices (Q736390) (← links)
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989) (← links)
- On robust estimation of negative binomial INARCH models (Q824963) (← links)
- Higher order asymptotic option valuation for non-Gaussian dependent returns (Q866646) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- Second order optimality for estimators in time series regression models (Q873630) (← links)
- Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes (Q880943) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
- Time series clustering and classification by the autoregressive metric (Q1023515) (← links)
- Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751) (← links)
