The following pages link to (Q4884570):
Displaying 50 items.
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
- Statistical modeling and an adaptive averaging technique for strong convergence of the dynamic mode decomposition (Q2088764) (← links)
- Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors (Q2131930) (← links)
- Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk (Q2132026) (← links)
- Sum of squared ACF and the Ljung-box statistics (Q2156837) (← links)
- Analysis of stock market data by using dynamic Fourier and wavelets techniques (Q2164596) (← links)
- Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
- Nonlinear time series analysis of food intake in the dab and the rainbow trout (Q2210006) (← links)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- Examining human unipedal quiet stance: characterizing control through jerk (Q2299958) (← links)
- Testing spatial dependence in spatial models with endogenous weights matrices (Q2312976) (← links)
- Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
- A computationally efficient iterative algorithm for estimating the parameter of chirp signal model (Q2336821) (← links)
- On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- Functional coefficient autoregressive conditional root model (Q2391922) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- On the sample path properties of mixed Poisson processes (Q2417037) (← links)
- Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- The empirical likelihood goodness-of-fit test for regression models (Q2454656) (← links)
- Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (Q2467376) (← links)
- Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches (Q2474515) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Quality control of wastewater treatment: A new approach (Q2480984) (← links)
- Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808) (← links)
- Exploiting residual information in the parameter choice for discrete ill-posed problems (Q2492726) (← links)
- A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
- Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process (Q2497799) (← links)
- Fitting time series models for longitudinal survey data under informative sampling (Q2498757) (← links)
- Seasonal unit root tests in long periodicity cases (Q2511565) (← links)
- Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
- Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
- Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
- Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676) (← links)
- Highly efficient weighted for autoregression wilcoxon estimes for autoregression (Q2716940) (← links)
- Dependence estimation for high-frequency sampled multivariate CARMA models (Q2791841) (← links)
- Evaluation of recursive detection methods for turning points in financial time series (Q2802801) (← links)
- Testing for Panel Unit Roots under General Cross-sectional Dependence (Q2816711) (← links)
- Discrimination Measures for Fractional Integrated Models Based on Wavelets (Q2828727) (← links)
- Autoregressive coefficient estimation in nonparametric analysis (Q2851985) (← links)
