Pages that link to "Item:Q2651518"

The following pages link to Estimation and information in stationary time series (Q2651518):

Displaying 50 items.

• A note on the asymptotic behaviour of empirical likelihood statistics (Q257581) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• Estimation of mis-specified long memory models (Q278055) (← links)
• Interpolation of nonstationary high frequency spatial-temporal temperature data (Q386756) (← links)
• Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
• A new model for explaining long-range correlations in human time interval production (Q434977) (← links)
• Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
• Minimal eigenvalues of Toeplitz matrices and of products of Toeplitz matrices (Q495820) (← links)
• On the estimation of the parameters of a power spectrum (Q600205) (← links)
• Empirical spectral processes for locally stationary time series (Q605845) (← links)
• An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
• A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network (Q829707) (← links)
• Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model (Q907026) (← links)
• Approximation for the inverse of Toeplitz matrices with applications to stationary processes (Q909745) (← links)
• Fast simulation of self-similar and correlated processes (Q991165) (← links)
• Estimation of Hurst exponent revisited (Q1020115) (← links)
• Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros (Q1057608) (← links)
• Statistical estimation of the multivariate parameter of spectral density. I (Q1124253) (← links)
• On prediction of integrated moving average processes (Q1150229) (← links)
• Model fitting for continuous-time stationary processes from discrete-time data (Q1186773) (← links)
• Identification of non-minimum phase transfer function using higher-order spectrum (Q1206651) (← links)
• The first-order moving average process. Identification, estimation and prediction (Q1215237) (← links)
• Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results (Q1241002) (← links)
• A new preliminary estimator for MA(1) models (Q1351838) (← links)
• Fitting time series models to nonstationary processes (Q1355167) (← links)
• Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
• Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150) (← links)
• On the integral of the squared periodogram (Q1613586) (← links)
• An improvement of the GPH estimator. (Q1614831) (← links)
• On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
• Adjusted empirical likelihood for time series models (Q1698218) (← links)
• Bayesian approach to Hurst exponent estimation (Q1707059) (← links)
• Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
• Computation of the exact information matrix of Gaussian dynamic regression time series models (Q1807120) (← links)
• Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
• Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal (Q1838256) (← links)
• A likelihood approximation for locally stationary processes (Q1848853) (← links)
• On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
• On the Kullback-Leibler information divergence of locally stationary processes (Q1915850) (← links)
• Computation of the Fisher information matrix for time series models (Q1917901) (← links)
• A regularised estimator for long-range dependent processes (Q1941250) (← links)
• Canonical correlation analysis between time series and static outcomes, with application to the spectral analysis of heart rate variability (Q1951552) (← links)
• A covariance extension approach to identification of time series (Q1975568) (← links)
• On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
• Accelerating sequential Monte Carlo with surrogate likelihoods (Q2058808) (← links)
• Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
• Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
• Empirical spectral processes for stationary state space models (Q2105074) (← links)
• Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
• A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)