Pages that link to "Item:Q4021571"
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The following pages link to REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING (Q4021571):
Displaying 9 items.
- Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- Recovering of autoregressive spectral estimates of signals buried in noise (Q2460897) (← links)
- Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
- The Yule–Walker equations as a weighted least-squares problem and the association with tapering (Q2817140) (← links)
- Bias correction in the frequency domain estimation of time series models (Q3317949) (← links)
- On the frequency domain estimation of the innovation variance of a stationary univariate time series (Q3687559) (← links)
- A mean squared error criterion for time series data windows (Q3796593) (← links)
