Pages that link to "Item:Q1821447"
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The following pages link to On adaptive estimation in stationary ARMA processes (Q1821447):
Displaying 50 items.
- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
- A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
- Optimal rank-based testing for principal components (Q620547) (← links)
- A class of optimal tests for symmetry based on local Edgeworth approximations (Q638770) (← links)
- Semiparametrically efficient inference based on signed ranks in symmetric independent component models (Q661164) (← links)
- Bispectra and phase of non-Gaussian linear processes (Q685738) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← links)
- Maximum likelihood estimation for noncausal autoregressive processes (Q923568) (← links)
- Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- The cost of not knowing the radius (Q1019491) (← links)
- A bootstrap approach to test the conditional symmetry in time series models (Q1019981) (← links)
- Optimal detection of Fechner-asymmetry (Q1031761) (← links)
- Estimation of the distribution function of noise in stationary processes (Q1179289) (← links)
- Adaptive estimation in time series regression models (Q1203090) (← links)
- An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes (Q1206453) (← links)
- Approximate maximum likelihood estimation in linear regression (Q1260703) (← links)
- On stochastic estimation (Q1262671) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- Efficient and adaptive post-model-selection estimators (Q1298924) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Local asymptotic normality for multivariate linear processes (Q1316604) (← links)
- Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald (Q1347094) (← links)
- Reply to B. M. Pötscher's comment on `Adaptive estimation in time series regression models' (Q1347095) (← links)
- Adaptive estimation in time-series models (Q1359426) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Asymptotic optimal inference for a class of nonlinear time series models (Q1802320) (← links)
- Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
- Efficient estimation in a semiparametric additive regression model with autoregressive errors (Q1915842) (← links)
- Deviation probability bound for martingales with applications to statistical estimation (Q1970829) (← links)
- Optimal tests for elliptical symmetry: specified and unspecified location (Q1983598) (← links)
- Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
- A new concept of quantiles for directional data and the angular Mahalanobis depth (Q2015161) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- On optimal tests for circular reflective symmetry about an unknown central direction (Q2065299) (← links)
