Pages that link to "Item:Q1964475"
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The following pages link to Gaussian and non-Gaussian linear time series and random fields (Q1964475):
Displaying 37 items.
- Strictly stationary solutions of spatial ARMA equations (Q263264) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Unit roots in moving averages beyond first order (Q449984) (← links)
- When the bispectrum is real-valued (Q464455) (← links)
- Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876) (← links)
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
- A divergence test for autoregressive time series models (Q634835) (← links)
- EWMA charts for monitoring the mean and the autocovariances of stationary processes (Q849882) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- Forecasting with a noncausal VAR model (Q1623550) (← links)
- Robust parameter estimation for stationary processes by an exotic disparity from prediction problem (Q1687202) (← links)
- Sampling of realizations of the random field formed by the sum of Markov binary processes (Q1745743) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- Entropy-based test for generalised Gaussian distributions (Q2143021) (← links)
- A hybrid test for the isotonic change-point problem (Q2344865) (← links)
- Analysis of binary spatial data by quasi-likelihood estimating equations (Q2388347) (← links)
- Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
- Asymptotic theory of cepstral random fields (Q2448723) (← links)
- Efficiency of quasi-likelihood estimation for spatially correlated binary data on \(L_p\) spaces (Q2480011) (← links)
- Filtering, Prediction and Simulation Methods for Noncausal Processes (Q2802915) (← links)
- M-estimation for general ARMA Processes with Infinite Variance (Q2852629) (← links)
- On the isotonic change-point problem (Q2863059) (← links)
- Least absolute deviation estimation for general autoregressive moving average time-series models (Q3077680) (← links)
- Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888) (← links)
- Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model (Q3532725) (← links)
- Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
- Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates (Q4558822) (← links)
- Aspects of non‐causal and non‐invertible CARMA processes (Q5012867) (← links)
- On causal and non‐causal cointegrated vector autoregressive time series (Q5063320) (← links)
- On operator fractional Lévy motion: integral representations and time-reversibility (Q5084793) (← links)
- Estimation of impulse response functions in two-output systems (Q5085577) (← links)
- A Dynamic Taylor’s law (Q5087010) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- Peaks, gaps, and time‐reversibility of economic time series (Q6135333) (← links)
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226) (← links)
- Irregular nonparametric autoregression (Q6632626) (← links)
