Pages that link to "Item:Q1163831"
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The following pages link to A central limit theorem for stationary processes and the parameter estimation of linear processes (Q1163831):
Displaying 20 items.
- Discriminant analysis for non-gaussian vector stationary processes (Q4344665) (← links)
- Nonparametric approach for discriminant analysis in time series (Q4345889) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES (Q4562546) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)
- Estimation of traffic matrices in the presence of long memory traffic (Q5193327) (← links)
- Robustness of Zero Crossing Estimator (Q5237532) (← links)
- Improved estimation for the autocovariances of a Gaussian stationary process (Q5423135) (← links)
- Statistical Properties of Model-Based Signal Extraction Diagnostic Tests (Q5457984) (← links)
- Bahadur exact slopes of some tests for spectral densities (Q5712074) (← links)
- Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
- Modeling and forecasting persistent financial durations (Q5864631) (← links)
- (Q5879932) (← links)
- Optimal instrumental variables estimation for ARMA models (Q5952957) (← links)
- Outlier detection for stationary time series (Q5955591) (← links)
- (Q6045882) (← links)
- Tests for the existence of group effects and interactions for two-way models with dependent errors (Q6046056) (← links)
- Shrinkage estimators of BLUE for time series regression models (Q6536685) (← links)
- A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
- Parameter Estimation Robust to Low-Frequency Contamination (Q6616635) (← links)
