Pages that link to "Item:Q3746733"
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The following pages link to SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (Q3746733):
Displaying 12 items.
- Capon estimation of covariance sequences (Q1379626) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes (Q2405218) (← links)
- On the asymptotic properties of multivariate sample autocovariances (Q2486171) (← links)
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- An efficient linear method for ARMA spectral estimation (Q4286535) (← links)
- ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS (Q4299037) (← links)
- ON RESULTS OF PORAT CONCERNING ASYMPTOTIC EFFICIENCY OF SAMPLE COVARIANCES OF GAUSSIAN ARMA PROCESSES (Q4328384) (← links)
- (Q4725566) (← links)
- (Q4864546) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)