Pages that link to "Item:Q5916454"
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The following pages link to Limiting behavior of functionals of higher-order sample cumulant spectra (Q5916454):
Displaying 16 items.
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Statistical portfolio estimation under the utility function depending on exogenous variables (Q764799) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
- Identification of non-minimum phase transfer function using higher-order spectrum (Q1206651) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Statistical inference for quantiles in the frequency domain (Q1687327) (← links)
- Identification of transfer function matrix using higher-order spectra (Q1922225) (← links)
- Statistical analysis of a class of factor time series models (Q2369521) (← links)
- Statistical inference using higher-order information (Q2370522) (← links)
- Inference for the fourth-order innovation cumulant in linear time series (Q2789392) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY (Q3197169) (← links)
- Estimation of product moments of a stationary stochastic process with application to estimation of cumulants and cumulant spectral densities (Q4203668) (← links)
- Integrated marked Poisson processes with application to image correlation spectroscopy (Q4358888) (← links)
- Limiting behavior of functionals of higher-order sample cumulant spectra (Q5904016) (← links)
