The following pages link to E.McKenzie (Q688396):
Displaying 24 items.
- Contrasts under long-range correlations (Q688397) (← links)
- Limit theory for the sample covariance and correlation functions of moving averages (Q1083818) (← links)
- Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm (Q1085933) (← links)
- On a problem of Kahane about the image of Gaussian Taylor series (Q1092514) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564) (← links)
- Some stochastic processes related to random density functions (Q1099870) (← links)
- Strongly harmonizing operators and strongly harmonizable approximations of continuous random fields on LCA groups (Q1104633) (← links)
- Integral representations for distributions of symmetric stochastic processes (Q1109412) (← links)
- Asymptotic distribution of nonparametric estimates of distribution functions under a symmetry condition (Q1116573) (← links)
- Limiting distributions of least squares estimates of unstable autoregressive processes (Q1116576) (← links)
- Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality (Q1177213) (← links)
- Second order tail behaviour of a subordinated probability distribution (Q1190174) (← links)
- \(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models (Q2366756) (← links)
- Estimation semi-paramétrique d'un modèle autorégressif stationnaire multiindice non nécessairement causal. (Semi-parametric estimation of a stationary, multi-indexed, non necessarily causal autoregressive process) (Q2640294) (← links)
- (Q3027997) (← links)
- Minification processes and their transformations (Q3353891) (← links)
- Technical Note—Renormalization of Seasonals in Winters' Forecasting Systems: Is it Necessary? (Q3718039) (← links)
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions (Q3740086) (← links)
- An Autoregressive Process for Beta Random Variables (Q3746730) (← links)
- Some ARMA models for dependent sequences of poisson counts (Q3814601) (← links)
- Gamma processes (Q3816871) (← links)
- Extending the correlation structure of exponential autoregressive–moving-average processes (Q3923455) (← links)
- Product autoregression: a time-series characterization of the gamma distribution (Q3952909) (← links)
- A Bivariate First-Order Autoregressive Time Series Model in Exponential Variables (BEAR(1)) (Q4732006) (← links)
