The following pages link to (Q3218973):
Displaying 14 items.
- Approximation for the inverse of Toeplitz matrices with applications to stationary processes (Q909745) (← links)
- Empirical spectral processes and their applications to time series analysis (Q1109413) (← links)
- Spectral characterization of the optimal quadratic variation process (Q1343601) (← links)
- Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters (Q1802201) (← links)
- Edgeworth expansions for spectral mean estimates with applications to Whittle estimates (Q1895423) (← links)
- Frequency-domain estimation of continuous-time bilinear processes (Q2063073) (← links)
- A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Replicated INAR(1) processes (Q2433250) (← links)
- On the non-negative first-order exponential bilinear time series model (Q2493856) (← links)
- PARAMETER ESTIMATION IN EXPONENTIAL MODELS (Q3203890) (← links)
- Whittle estimation in multivariate <i>CCC</i>-<i>GARCH</i> processes (Q5864796) (← links)
- Forecasting highly persistent time series with bounded spectrum processes (Q6099124) (← links)
- Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)
