The following pages link to (Q3580419):
Displaying 32 items.
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- Goodness of fit tests for a class of Markov random field models (Q450023) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- On nonparametric variogram estimation (Q457315) (← links)
- Practically applicable central limit theorem for spatial statistics (Q1035762) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Statistical inference for spatial statistics defined in the Fourier domain (Q1750275) (← links)
- Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs (Q1768124) (← links)
- Semiparametric method and theory for continuously indexed spatio-temporal processes (Q2022565) (← links)
- Spatio-temporal expanding distance asymptotic framework for locally stationary processes (Q2082342) (← links)
- Rate-optimal cluster-randomized designs for spatial interference (Q2105207) (← links)
- Spatial econometrics for misaligned data (Q2106400) (← links)
- Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
- A general frequency domain method for assessing spatial covariance structures (Q2203611) (← links)
- Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap (Q2316975) (← links)
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs (Q2329855) (← links)
- A frequency domain empirical likelihood method for irregularly spaced spatial data (Q2343954) (← links)
- On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice (Q2392489) (← links)
- On the non-standard distribution of empirical likelihood estimators with spatial data (Q2407071) (← links)
- Local Whittle likelihood estimators and tests for spatial lattice data (Q2411293) (← links)
- Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) (← links)
- Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes (Q2637600) (← links)
- Penalized Whittle likelihood for spatial data (Q2692930) (← links)
- Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469) (← links)
- A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
- Central limit theorems for nonparametric estimators with real-time random variables (Q3103188) (← links)
- Variable selection in spatial regression via penalized least squares (Q3651432) (← links)
- The Dependent Random Weighting (Q5251502) (← links)
- A Smooth Block Bootstrap for Statistical Functionals and Time Series (Q5251508) (← links)
- Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (Q5871001) (← links)
- Central limit theorems for long range dependent spatial linear processes (Q5963504) (← links)
- Mixed Domain Asymptotics for Geostatistical Processes (Q6039890) (← links)
