The following pages link to (Q3272866):
Displaying 50 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- Median based covariogram estimators reduce bias (Q1062403) (← links)
- A maximum entropy criterion of filtering and coding for stationary autoregressive signals: Its physical interpretations and suggestions for its application to neural information transmission (Q1064982) (← links)
- The ARMA method of approximating probability density functions (Q1068482) (← links)
- Estimation of spectral densities of stationary processes (Q1144885) (← links)
- Nonexistence of estimates which minimize \(x'V^{-1}x\) in an exponential type of stationary time series (Q1145459) (← links)
- Statistical analysis and stochastic modeling of neuronal spike-train activity (Q1170126) (← links)
- A new method for solving symmetric circulant tridiagonal systems of linear equations (Q1173903) (← links)
- The power of four tests of autocorrelation in the linear regression model (Q1212772) (← links)
- Frequency domain pattern classification (Q1222971) (← links)
- Empirical multivariate autoregressive equation predictors of the fluctuations of interacting species (Q1229177) (← links)
- Some models of population structure and evolution (Q1229178) (← links)
- Some comments on six inequalities associated with the inefficiency of ordinary least squares with one regressor (Q1369282) (← links)
- The inversion of correlation matrix for MA(1) process (Q1431934) (← links)
- Data-adaptive wavelets and multi-scale singular-spectrum analysis (Q1583823) (← links)
- Goodness-of-fit tests for continuous-time stationary processes (Q1795470) (← links)
- On the \(L^{\infty}\) consistency of \(L^ 2\) estimators (Q1825846) (← links)
- A note on the sample serial autocorrelation function of stationary spike trains (Q1835864) (← links)
- Tests for determining model order in parameter estimation (Q1843288) (← links)
- Parallel algorithms for solving tridiagonal and near-circulant systems. (Q1855742) (← links)
- Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
- Goodness-of-fit tests for stationary Gaussian processes with tapered data (Q2040612) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- The inverse and the Moore-Penrose inverse of a \(k\)-circulant matrix with binomial coefficients (Q2190711) (← links)
- On \(k\)-circulant matrices involving the Pell-Lucas (and the modified Pell) numbers (Q2244017) (← links)
- The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
- Spectral correction for locally stationary Shannon wavelet processes (Q2441052) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- The use of factor analysis in the statistical analysis of multiple time series (Q2543567) (← links)
- Numerical differentiation procedures for non-exact data (Q2561816) (← links)
- Schätzen der Kovarianzdichte stationärer Punktprozesse aus Zählungen (Q2563353) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- The general theory of canonical correlation and its relation to functional analysis (Q3294567) (← links)
- Investigation of periodicity for dependent observations (Q3327556) (← links)
- SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA (Q3482739) (← links)
- On the distribution of the periodogram for stationary random sequences (Q3716028) (← links)
- M28. Limiting behaviour of autocorrelation function of arma process as several roots of characteristic equation approach unit circle (Q3923457) (← links)
- Structural inference for linear regression with autocorrelated errors (Q4066412) (← links)
- Some recent developments in the analysis of component models for economic time series (Q4144645) (← links)
- Disoominkfrcn between gaussian time series based on their spectral differences (Q4202676) (← links)
- A Unified View of Signal Extraction, Benchmarking, Interpolation and Extrapolation of Time Series (Q4231015) (← links)
- ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R<sup>2</sup>MEASURE BY AUTOREGRESSIVE MODEL FITTING (Q4696570) (← links)
- SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY (Q4747402) (← links)
- A pioneering study on discrete cosine transform (Q5093719) (← links)
- Some asymptotic results for the periodogram of a stationary time series (Q5336796) (← links)
- Consistent covariance estimation for general classes of stationary discrete stochastic processes (Q5530134) (← links)
- Some asymptotic results for the periodogram of a stationary time series (Q5558329) (← links)
- Sortie aspects of stochastic economics (Q5668222) (← links)
