Pages that link to "Item:Q2651518"

The following pages link to Estimation and information in stationary time series (Q2651518):

Displaying 50 items.

• A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
• Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
• Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models (Q2197602) (← links)
• Gaussian linear model selection in a dependent context (Q2233592) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
• Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
• Spectral methods in spatial statistics (Q2321387) (← links)
• Adjusted empirical likelihood for long-memory time-series models (Q2323270) (← links)
• Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
• Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
• Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
• A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
• Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation (Q2386486) (← links)
• Replicated INAR(1) processes (Q2433250) (← links)
• Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
• On the Whittle estimators for some classes of continuous-parameter random processes and fields (Q2493798) (← links)
• Estimation of parameters for a linear difference equation with application to EEG analysis (Q2537855) (← links)
• Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
• Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
• Akaike's information criterion correction for the least-squares autoregressive spectral estimator (Q2851987) (← links)
• Empirical likelihood in long-memory time series models (Q2930886) (← links)
• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
• Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra (Q3018541) (← links)
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields (Q3085576) (← links)
• The Misspecification of Arma Models (Q3201451) (← links)
• Impact of the periodicity and trend on the FD parameter estimation (Q3432731) (← links)
• FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS (Q3497074) (← links)
• A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models (Q3505330) (← links)
• ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES (Q3725400) (← links)
• (Q3798098) (← links)
• Estimating a covariance function having an un unknown scale kakameter (Q3823680) (← links)
• Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction (Q3928871) (← links)
• FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (Q4025280) (← links)
• Estimation of upper bounds of errors in identifying autoregressive models (Q4045935) (← links)
• Implementation of the direct representation for the maximum likelihood estimator of a gaussian moving average process (Q4172826) (← links)
• ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS (Q4203662) (← links)
• DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES (Q4299031) (← links)
• Identification of predictor and filter parameters by ARMA methods† (Q4404756) (← links)
• Calculation of the Fisher Information Matrix for Periodic ARMA Models (Q4681055) (← links)
• Empirical likelihood for moving average models (Q5078576) (← links)
• AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series (Q5084442) (← links)
• Integer autoregressive models with structural breaks (Q5129143) (← links)
• A FREQUENCY DOMAIN APPROACH FOR THE ESTIMATION OF PARAMETERS OF SPATIO‐TEMPORAL STATIONARY RANDOM PROCESSES (Q5176763) (← links)
• Comparison of various methods for estimating the parameters characterizing noise in discrete time dynamical systems (Q5183360) (← links)
• Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series (Q5229927) (← links)
• Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis (Q5259152) (← links)