The following pages link to (Q3247497):
Displayed 50 items.
- GMM estimation with cross sectional dependence (Q113633) (← links)
- Testing for common deterministic trend slopes (Q262744) (← links)
- Asymptotic theory of parameter estimation by a contrast function based on interpolation error (Q265669) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (Q277287) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
- A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- A conversation with Ulf Grenander (Q449739) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
- Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
- The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process (Q673196) (← links)
- Time series properties of aggregate output fluctuations (Q685910) (← links)
- Linear least squares estimation of regression models for two-dimensional random fields (Q700149) (← links)
- On the estimation of the regression coefficients of a continuous parameter process with stationary residual (Q719965) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
- Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors (Q745288) (← links)
- On some moments and distributions occurring in the theory of linear stochastic process. II (Q770129) (← links)
- Least squares estimation in finite Markov processes (Q771081) (← links)
- A test of fit for the spectral density function of a stochastic process (Q773258) (← links)
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
- Localization for random Schrödinger operators with correlated potentials (Q811012) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Nonparametric spectrum estimation for spatial data (Q866644) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- Time series regression with persistent level shifts (Q889016) (← links)
- Estimation of disequilibrium and limited dependent variable models with serially dependent residuals (Q899905) (← links)
- A conversation with Murray Rosenblatt (Q900478) (← links)
- Convergence rates in density estimation for data from infinite-order moving average processes (Q910098) (← links)
- The geometry of statistical efficiency and matrix statistics (Q933894) (← links)
- Spectral density estimation for linear processes with dependent innovations (Q945811) (← links)
- Spectral analysis for processes with almost periodic covariances (Q993796) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- The inverse partial correlation function of a time series and its applications (Q1050734) (← links)
- Statistics of the spectral densities of stationary stochastic processes (Q1056502) (← links)
- On a criterion for the selection of models for stationary time series (Q1084820) (← links)
- On estimating the hidden periodicities in linear time series models (Q1107250) (← links)
- On some properties of positive definite Toeplitz matrices and their possible applications (Q1112144) (← links)
- Optimal spectral kernel for long-range dependent time series (Q1129458) (← links)
- A class of spectral density estimators (Q1148095) (← links)
- On selection of the order of the spectral density model for a stationary process (Q1150228) (← links)
- On prediction of integrated moving average processes (Q1150229) (← links)
- When is the pseudo-best estimator BLUE? (Q1150975) (← links)
- The significance of the ergodic decomposition of stationary measures for the interpretation of probability (Q1171322) (← links)
- Spectral based testing of the martingale hypothesis (Q1185208) (← links)