The following pages link to (Q3827448):
Displayed 50 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Least-squares estimation for bifurcating autoregressive processes (Q129838) (← links)
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- Representations of stochastic processes (Q672440) (← links)
- Fractional Brownian motions described by scaled Langevin equation (Q686090) (← links)
- Stochastic versions of chaotic time series: Generalized logistic and Hénon time series models (Q688172) (← links)
- Simulation factor screening using cross-spectral methods (Q688218) (← links)
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- Nonparametric curve estimation with time series errors (Q811056) (← links)
- A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (Q815480) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
- Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach (Q872082) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Properties of generalized Levinson-Durbin-Whittle sequences (Q928914) (← links)
- Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model (Q945802) (← links)
- Spectral density estimation for linear processes with dependent innovations (Q945811) (← links)
- Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823) (← links)
- Confidence intervals for long memory regressions (Q947197) (← links)
- Properties of spatial cross-periodograms using fixed-domain asymptotics (Q953857) (← links)
- Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
- Restricted perception equilibria and rational expectation equilibrium (Q959723) (← links)
- Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872) (← links)
- Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models (Q996982) (← links)
- A note on asymptotic parametric prediction (Q999007) (← links)
- Further investigation into restricted Kalman filtering (Q1003434) (← links)
- Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← links)
- Simple consistent estimation of the coefficients of a linear filter (Q1098530) (← links)
- Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals (Q1129491) (← links)
- Spaced batch means (Q1180828) (← links)
- Central limit theorems for sequences with \(m(n)\)-dependent main part (Q1200624) (← links)
- Estimating the noise parameters from observations of a linear process with stable innovations (Q1205454) (← links)
- On relations between prediction error covariance of univariate and multivariate processes (Q1210125) (← links)
- Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables (Q1265971) (← links)
- The weighted average information criterion for order selection in time series and regression models (Q1265993) (← links)
- The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (Q1272998) (← links)
- Estimating the fractionally integrated process in the presence of measurement errors (Q1292338) (← links)
- On preliminary test and shrinkage estimation in linear models with long-memory errors (Q1299367) (← links)
- The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives (Q1299374) (← links)
- A control chart for a general Gaussian process (Q1299408) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Special issue on Nonlinear time series models. Part 2. 16th Rencontres Franco-Belges de Statisticiens, Bruxelles, Belgium, November 23--24, 1995 (Q1299539) (← links)
- A central limit theorem for autoregressive integrated moving average processes (Q1310184) (← links)
- A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise (Q1314708) (← links)
- Estimating error correlation in nonparametric regression (Q1314711) (← links)
- Poisson compounding of dependent random variables: A stochastic model for total claim costs (Q1324317) (← links)
- A simple form of Bartlett's formula for autoregressive processes (Q1324606) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)