The following pages link to (Q3827448):
Displaying 50 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- 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)
- Autocovariance functions of series and of their transforms (Q261897) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
- Distributional properties of portfolio weights (Q278053) (← links)
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Restricted Kalman filtering revisited (Q295404) (← links)
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
- A complete asymptotic series for the autocovariance function of a long memory process (Q299260) (← links)
- A randomness test for functional panels (Q311801) (← links)
- A multivariate evolutionary credibility model for mortality improvement rates (Q343971) (← links)
- Tempered fractional calculus (Q349902) (← links)
- Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces (Q356089) (← links)
- Testing the covariance function of stationary Gaussian random fields (Q419190) (← links)
- An explicit representation of Verblunsky coefficients (Q419253) (← links)
- Transformed statistical distance measures and the Fisher information matrix (Q426061) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Difference-based variance estimation in nonparametric regression with repeated measurement data (Q496469) (← links)
- An innovations algorithm for the prediction of functional linear processes (Q512020) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
- Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes (Q548644) (← links)
- The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis (Q553001) (← links)
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Inference in binomial AR(1) models (Q613196) (← links)
- Limiting mixture distributions for AR(1) model indexed by a branching process (Q613201) (← links)
- Wasserstein distances in the analysis of time series and dynamical systems (Q617532) (← links)
- Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001) (← links)
- CUSUM charts for monitoring the mean of a multivariate Gaussian process (Q630935) (← links)
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
- Representations of stochastic processes (Q672440) (← links)
- Fractional Brownian motions described by scaled Langevin equation (Q686090) (← links)
