Pages that link to "Item:Q1105961"
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The following pages link to Weighted least squares estimators on the frequency domain for the parameters of a time series (Q1105961):
Displaying 18 items.
- Asymptotics for functionals of powers of a periodogram (Q341094) (← links)
- Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Peak-insensitive parametric spectrum estimation (Q913429) (← links)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
- Bandwidth selection for kernel estimate with correlated noise (Q1122897) (← links)
- On the consistency of the global minimizer of Mallow's criterion for nonparametric regression (Q1174649) (← links)
- Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes (Q1286660) (← links)
- Parameter estimation and hypothesis testing in stationary vector time series (Q1380591) (← links)
- On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- Modified Whittle estimation of multilateral models on a lattice (Q2493134) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3985817) (← links)
- Homogeneity tests for one-way models with dependent errors under correlated groups (Q6114848) (← links)
- Parameter Estimation Robust to Low-Frequency Contamination (Q6616635) (← links)
