Pages that link to "Item:Q1821447"
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The following pages link to On adaptive estimation in stationary ARMA processes (Q1821447):
Displaying 50 items.
- A new concept of quantiles for directional data and the angular Mahalanobis depth (Q2015161) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- On optimal tests for circular reflective symmetry about an unknown central direction (Q2065299) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
- Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression (Q2215956) (← links)
- Parameter estimation for some time series models without contiguity (Q2277732) (← links)
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Efficiency combined with simplicity: new testing procedures for generalized inverse Gaussian models (Q2342866) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) (← links)
- Efficient ANOVA for directional data (Q2397045) (← links)
- Optimal rank-based tests for common principal components (Q2435252) (← links)
- Local robustness of sign tests in AR(1) against outliers (Q2437991) (← links)
- Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
- LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642) (← links)
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
- Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Test for periodicity in restrictive EXPAR models (Q2815943) (← links)
- Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible \(\mathrm{ARMA}(p,q)\) model (Q2852485) (← links)
- Semiparametric multivariate volatility models (Q2886942) (← links)
- A nonparametric regression estimator that adapts to error distribution of unknown form (Q2886949) (← links)
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models (Q2920277) (← links)
- Adaptive Estimation in Multiple Time Series With Independent Component Errors (Q2968462) (← links)
- TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION (Q3028134) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- Adaptive R-Estimation in Autoregressions (Q3155267) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- On some validity-robust tests for the homogeneity of concentrations on spheres (Q3455253) (← links)
- ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY (Q3465600) (← links)
- Adaptive identification of a modified ARMA lattice model (Q3491456) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
- SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions (Q3648628) (← links)
- Adaptive Estimation of Causal Periodic Autoregressive Model (Q3652708) (← links)
- Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716) (← links)
- Partially adaptive estimation of nonlinear models via a normal mixture (Q4246595) (← links)
- NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES (Q4272773) (← links)
- Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
- Uniformly adaptive estimation for models with arma errors (Q4373275) (← links)
- Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274) (← links)
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
- Local asymptotic normality for multivariate nonlinear AR processes (Q4542936) (← links)
- R-estimation for arma models (Q4551595) (← links)
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582) (← links)
- Efficient estimation in (<i>PINAR</i>(1)) model: semiparametric case (Q5055193) (← links)
