Pages that link to "Item:Q3580634"
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The following pages link to NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634):
Displayed 5 items.
- On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
- Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940) (← links)