Pages that link to "Item:Q5381089"
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The following pages link to Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend (Q5381089):
Displaying 14 items.
- Efficient inference for autoregressive coefficients in the presence of trends (Q1931850) (← links)
- Robust model selection with covariables missing at random (Q2135520) (← links)
- Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function (Q2155001) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing (Q5039813) (← links)
- Oracle model selection for correlated data via residuals (Q5076884) (← links)
- Oracally efficient estimation and testing for an ARCH model with trend (Q5078550) (← links)
- Statistical inference for ARMA time series with moving average trend (Q5078827) (← links)
- Two‐Step Estimation for Time Varying Arch Models (Q5121011) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors (Q5962634) (← links)
- Time-varying additive model with autoregressive errors for locally stationary time series (Q6107555) (← links)
- On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
- Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error (Q6561256) (← links)
