Pages that link to "Item:Q3985819"
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The following pages link to CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (Q3985819):
Displaying 12 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Adjusting for confounders in cross-correlation analysis: an application to resting state networks (Q721615) (← links)
- Multivariate versions of Bartlett's formula (Q764471) (← links)
- The asymptotic covariance matrix of the multivariate serial correlations (Q1382486) (← links)
- Asymptotic variance of Brier (skill) score in the presence of serial correlation (Q1668186) (← links)
- Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
- Covariance estimation under spatial dependence (Q2485998) (← links)
- Asymptotic covariance structure of serial correlations in multivariate time series (Q3834916) (← links)
- On the identification of ARMA echelon-form models (Q4036388) (← links)
- Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas (Q4944642) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
