Pages that link to "Item:Q5329471"
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The following pages link to On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process (Q5329471):
Displayed 26 items.
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- An extensive analysis on the Japanese markets via S. Taylor's model (Q1000375) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- On prediction of integrated moving average processes (Q1150229) (← links)
- Limit theorems for quadratic forms with applications to Whittle's estimate (Q1296590) (← links)
- Quenouille-type theorem on autocorrelations (Q1373249) (← links)
- Bartlett's formulae -- closed forms and recurrent equations (Q1817407) (← links)
- A note on the sample serial autocorrelation function of stationary spike trains (Q1835864) (← links)
- Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
- A fast estimation method for ARMA processes (Q1911256) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Power spectrum estimation through autoregressive model fitting (Q2546761) (← links)
- Statistical predictor identification (Q2560026) (← links)
- Goodness of fit for lattice processes (Q2628837) (← links)
- Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- Approximate maximum-likelihood approach to ARMA spectral estimation (Q3760406) (← links)
- Estimation in a first order autoregressive scheme with non—normal stable disturbances (Q4160283) (← links)
- ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS (Q4299037) (← links)
- A test of homogeneity for autoregressive processes (Q4545946) (← links)
- A differencing test (Q4853094) (← links)
- A spectral density test for whiteness (Q4944203) (← links)
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
- A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
- A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)