The following pages link to (Q3313158):
Displaying 15 items.
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations (Q395952) (← links)
- A time series bootstrap procedure for interpolation intervals (Q1023506) (← links)
- Gaussian estimation of first order time series models with Bernoulli observations (Q1098210) (← links)
- Matrix representations of spectral coefficients of randomly sampled ARMA models (Q1343599) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- A comparison of some estimators of time series autocorrelations (Q2563588) (← links)
- SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES (Q3141191) (← links)
- Spectral estimation in the presence of missing data (Q4606859) (← links)
- (Q4909783) (← links)
- EFFICIENT NON‐PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS (Q5176847) (← links)
- On sequential spectral analysis of amplitude-modulated time series (Q5227808) (← links)
- HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) (← links)
- Least squares estimation of ARCH models with missing observations (Q5397963) (← links)
- Estimation on unevenly spaced time series (Q6176939) (← links)
- Analyzing categorical time series in the presence of missing observations (Q6627964) (← links)
