The following pages link to (Q5612941):
Displaying 50 items.
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM (Q62650) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Variance inequalities for quadratic forms with applications (Q259859) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Distributional properties of portfolio weights (Q278053) (← links)
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case (Q281040) (← links)
- Markov chain Monte Carlo confidence intervals (Q282567) (← links)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Are spectral estimators useful for long-run restrictions in SVARs? (Q318860) (← links)
- Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces (Q321941) (← links)
- Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes (Q340784) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- Statistically-based approach for monitoring of micro-seismic events (Q381120) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- \(M\)-estimation of wavelet variance (Q421382) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- A note on processes with random stationary increments (Q467012) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Stationary and isotropic vector random fields on spheres (Q500640) (← links)
- Isotropic variogram matrix functions on spheres (Q500725) (← links)
- Econometric analysis of present value models when the discount factor is near one (Q528078) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- Estimation of a nonparametric regression spectrum for multivariate time series (Q537240) (← links)
- On the maximum of covariance estimators (Q538182) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- Robust filtering of process in the stationary difference stochastic system (Q544784) (← links)
- Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes (Q548644) (← links)
- Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
- Convergence rates for inverse Toeplitz matrix forms (Q581984) (← links)
- A method for approximate representation of vector-valued time series and its relation to two alternatives (Q583795) (← links)
- Identification and estimation of dynamic errors-in-variables models (Q583796) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Spectrum-based comparison of stationary multivariate time series (Q607626) (← links)
- Automatic spectral density estimation for random fields on a lattice via bootstrap (Q619084) (← links)
- A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
