Pages that link to "Item:Q3746733"
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The following pages link to SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (Q3746733):
Displayed 7 items.
- Capon estimation of covariance sequences (Q1379626) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- On the asymptotic properties of multivariate sample autocovariances (Q2486171) (← links)
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- An efficient linear method for ARMA spectral estimation (Q4286535) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- Efficient nonparametric estimation of generalised autocovariances (Q6150543) (← links)