Pages that link to "Item:Q3207822"
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The following pages link to On estimation of parameters of Gaussian stationary processes (Q3207822):
Displaying 13 items.
- Estimation of mis-specified long memory models (Q278055) (← links)
- Functional mixed effects wavelet estimation for spectra of replicated time series (Q315394) (← links)
- Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems (Q786092) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- On selection of the order of the spectral density model for a stationary process (Q1150228) (← links)
- Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- Mean-square estimation of nonlinear functionals via Kalman filtering (Q2333923) (← links)
- THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)
- FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (Q4025280) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES (Q4562546) (← links)
- Hellinger distance estimation for nonregular spectra (Q6496906) (← links)
- A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
