The following pages link to (Q4884570):
Displaying 32 items.
- Smoothing parameter selection methods for nonparametric regression with spatially correlated errors (Q5696348) (← links)
- Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Large-sample inference in the general AR(1) model (Q5936984) (← links)
- Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators. (Q5941016) (← links)
- An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)
- On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502) (← links)
- Simulation output analysis using the threshold bootstrap (Q5945196) (← links)
- Second-order minimax estimation of the mean value for exponential dispersion models (Q5950621) (← links)
- Asymptotics for moving average processes with dependent innovations (Q5953876) (← links)
- Andrews plots for multivariate data: Some new suggestions and applications (Q5957839) (← links)
- Percentage points and power of a Kolmogorov-Smirnov type test for linearity in autoregressive time series (Q5957976) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
- A computationally efficient algorithm to estimate the parameters of a two-dimensional chirp model with the product term (Q6048010) (← links)
- Empirical Likelihood Approach for Aligning Information from Multiple Surveys (Q6064339) (← links)
- Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index (Q6073783) (← links)
- Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (Q6089379) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)
- Moving average and autoregressive correlation structures under multivariate skew normality (Q6171279) (← links)
- Testing for seasonal means in time series data (Q6179627) (← links)
- Spatial dynamic panel models with missing data (Q6548835) (← links)
- A statistically efficient algorithm for estimating the parameters of a chirp signal model with time-varying amplitude (Q6558510) (← links)
- Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error (Q6561256) (← links)
- Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters (Q6573700) (← links)
- Discovering statistically significant periodic gene expression (Q6574227) (← links)
- Autoregressive Model With Spatial Dependence and Missing Data (Q6620830) (← links)
- On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models (Q6620850) (← links)
- Long Memory Factor Model: On Estimation of Factor Memories (Q6620900) (← links)
- On the linear response theory of vortex meandering and its statistical verification in experiments (Q6621834) (← links)
- Changepoint detection in autocorrelated ordinal categorical time series (Q6626506) (← links)
- Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes (Q6632600) (← links)
- Parametric modal regression with autocorrelated error process (Q6671927) (← links)
