The following pages link to (Q3265185):
Displaying 20 items.
- A theory of robust long-run variance estimation (Q289220) (← links)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
- Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
- Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
- Nonparametric spectrum estimation for spatial data (Q866644) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Uses and abuses of statistical simulation (Q1104027) (← links)
- Simulation methodology - an introduction for queueing theorists (Q1116316) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- A Markov chain sampler for contingency table exact inference (Q2488380) (← links)
- Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
- A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- A general approach to conditional moment specification testing with projections (Q5034243) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
- Nonparametric estimation of a smooth trend in the presence of a periodic sequence (Q6101699) (← links)
