Pages that link to "Item:Q2485859"
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The following pages link to On linear processes with dependent innovations (Q2485859):
Displaying 13 items.
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (Q4965652) (← links)
- (Q5004044) (← links)
- Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
- Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations (Q6053874) (← links)
- Asymptotic spectral theory for spatial data (Q6170742) (← links)
- Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization (Q6621328) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
