Pages that link to "Item:Q1816966"
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The following pages link to Asymptotically optimal estimation in misspecified time series models (Q1816966):
Displaying 27 items.
- Efficient estimation of spectral functionals for continuous-time stationary models (Q634700) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- The consequences of misspecification in time series processes (Q1676682) (← links)
- Optimal real-time filters for linear prediction problems (Q1695675) (← links)
- Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data (Q1722054) (← links)
- Asymptotic optimal inference for a class of nonlinear time series models (Q1802320) (← links)
- Convex models, MLE and misspecification (Q1848856) (← links)
- Making correct statistical inferences using a wrong probability model (Q1896615) (← links)
- Goodness-of-fit tests for the spatial spectral density (Q2001998) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- Distribution-free specification tests for dynamic linear models (Q3406056) (← links)
- An efficiency result for the empirical characteristic function in stationary time-series models (Q3482736) (← links)
- Optimality of estimators for misspecified semi-Markov models (Q3498582) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES (Q4562546) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors (Q5123191) (← links)
- Predictability, real time estimation, and the formulation of unobserved components models (Q5862414) (← links)
- Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation (Q5864442) (← links)
- A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
