Pages that link to "Item:Q952736"
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The following pages link to Weakly dependent chains with infinite memory (Q952736):
Displaying 9 items.
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- Generalized Gaussian quasi-maximum likelihood estimation for most common time series (Q6118258) (← links)
- A new estimator for LARCH processes (Q6148345) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
- Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728) (← links)
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)
- Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions (Q6200904) (← links)
- Learning CHARME models with neural networks (Q6579380) (← links)
- Efficient and consistent model selection procedures for time series (Q6635709) (← links)
