The following pages link to (Q2754859):
Displaying 50 items.
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- Rigidity for matrix-valued Hardy functions (Q255355) (← links)
- Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes (Q273734) (← links)
- Weak parallelogram laws on Banach spaces and applications to prediction (Q313461) (← links)
- An explicit representation of Verblunsky coefficients (Q419253) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Baxter's inequality for triangular arrays (Q498608) (← links)
- AR(1) model with skew-normal innovations (Q504186) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- On the sufficient statistics for multivariate ARMA models: approximate approach (Q840970) (← links)
- EWMA charts for monitoring the mean and the autocovariances of stationary processes (Q849882) (← links)
- On continuity of the Pearson statistic and sample quantiles (Q853832) (← links)
- Duals of random vectors and processes with applications to prediction problems with missing values (Q923870) (← links)
- Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 (Q956360) (← links)
- The auto-regression and the moving-average (Q963863) (← links)
- Thresholds of moving averages of stationary processes for given target significant levels (Q964658) (← links)
- Prediction error for continuous-time stationary processes with singular spectral densities (Q973836) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- On the sample mean of locally stationary long-memory processes (Q993821) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- Complex-valued time series modeling for improved activation detection in fMRI studies (Q1620987) (← links)
- Granger causality between vectors of time series: a puzzling property (Q1726702) (← links)
- Wold-Słociński decompositions for commuting isometric triples (Q1728045) (← links)
- Periodically correlated sequences of less than full rank (Q1765668) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- On the validity of Akaike's identity for random fields (Q2024441) (← links)
- Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
- AP-frames and stationary random processes (Q2168677) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- On hyperbolic decay of prediction error variance for deterministic stationary sequences (Q2208791) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- On processes with summable partial autocorrelations (Q2373666) (← links)
- A robust approach to joint modeling of mean and scale covariance for longitudinal data (Q2390462) (← links)
- Convergence of the best linear predictor of a weakly stationary random field (Q2420237) (← links)
- Some prediction problems for stationary random fields with quarter-plane past (Q2443260) (← links)
- On a recursive method including both CG and Burg's algorithms (Q2449183) (← links)
- How equilibrium prices reveal information in a time series model with disparately informed, competitive traders (Q2469857) (← links)
- AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
- Explicit representation of finite predictor coefficients and its applications (Q2497189) (← links)
- Geometric and long run aspects of Granger causality (Q2512622) (← links)
- On the prediction of \(p\)-stationary processes (Q2678447) (← links)
