The following pages link to (Q4082810):
Displaying 50 items.
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- A characterization of the normal distribution by the independence of a pair of random vectors (Q277252) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- Accuracy of adaptive maximum likelihood algorithm for determination of micro earthquake source coordinates using surface array data in condition of strong coherent noise (Q338705) (← links)
- Statistically-based approach for monitoring of micro-seismic events (Q381120) (← links)
- A conversation with David R. Brillinger (Q449853) (← links)
- Reduced rank regression with autoregressive errors (Q579823) (← links)
- Parametric estimation for a simple branching diffusion process (Q600204) (← links)
- On the estimation of the parameters of a power spectrum (Q600205) (← links)
- Approximate variances for tapered spectral estimates (Q634896) (← links)
- Estimation for a class of nonstationary processes (Q643230) (← links)
- Identification of directed interactions in networks (Q663940) (← links)
- An outlier test for linear processes (Q685769) (← links)
- Improved estimation performance using known linear constraints (Q705143) (← links)
- Studies of information quantities and information geometry of higher order cumulant spaces (Q716255) (← links)
- Combining frequency and time domain approaches to systems with multiple spike train input and output (Q732704) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Second-order properties for multiple-bilinear models (Q751717) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Spectral density estimation for stationary stable processes (Q794377) (← links)
- Characterization of nonhomogeneous Poisson processes via moment conditions (Q804078) (← links)
- Maximum likelihood estimation and MUSIC in array localization signal processing: A review (Q811049) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Mutual information in the frequency domain (Q866650) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach (Q899548) (← links)
- Normalizing transformations of some statistics of Gaussian ARMA processes (Q908634) (← links)
- Statistical analysis of dyadic stationary processes (Q916290) (← links)
- Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Random line tessellations of the plane: Statistical properties of many-sided cells (Q960123) (← links)
- Asymptotic distributions in the projection pursuit based canonical correlation analysis (Q963707) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← links)
- Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
- Classification in music research (Q1042634) (← links)
- Centered and non-centered principal component analyses in the frequency domain (Q1049188) (← links)
- The maximum of the periodogram (Q1053404) (← links)
- Statistics of the spectral densities of stationary stochastic processes (Q1056502) (← links)
- A functional limit theorem for tapered empirical spectral functions (Q1060489) (← links)
- On the stability of some high-resolution beamforming methods (Q1061712) (← links)
- Berry-Esseen theorems for quadratic forms of Gaussian stationary processes (Q1062347) (← links)
- Asymptotic normality of spectral estimates (Q1067335) (← links)
- On the residuals of autoregressive processes and polynomial regression (Q1069631) (← links)
- Identification of the coefficients in a non-linear time series of the quadratic type (Q1069633) (← links)
