Pages that link to "Item:Q4944642"
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The following pages link to Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas (Q4944642):
Displaying 13 items.
- Asymptotic properties of serial covariances for nonlinear stationary processes (Q689377) (← links)
- Multivariate versions of Bartlett's formula (Q764471) (← links)
- Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823) (← links)
- On the covariance of the asymptotic empirical copula process (Q979237) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Asymptotic normality of sample autocovariances with an application in frequency estimation (Q1338753) (← links)
- Bartlett-type formulas for complex multivariate time series of mixed spectra (Q1922249) (← links)
- Bartlett's formula for a general class of nonlinear processes (Q3077657) (← links)
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- Higher order approximations for autocovariances from linear processes with applications (Q3782624) (← links)
- CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (Q3985819) (← links)
- NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION (Q4391380) (← links)
- (Q4453361) (← links)
