Pages that link to "Item:Q1077855"

The following pages link to Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855):

Displaying 23 items.

• Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
• Interpretation and manipulation of Edgeworth expansions (Q688357) (← links)
• Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process (Q802264) (← links)
• Third-order asymptotic properties of a class of test statistics under a local alternative (Q805099) (← links)
• On the martingale approximation of the estimation error of ARMA parameters (Q807566) (← links)
• Approximation for the inverse of Toeplitz matrices with applications to stationary processes (Q909745) (← links)
• Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes (Q1088354) (← links)
• Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes (Q1112518) (← links)
• More higher-order efficiency: Concentration probability (Q1275420) (← links)
• Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (Q1347093) (← links)
• Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
• Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series (Q1822435) (← links)
• Comparison of Bartlett-type adjustments for the efficient score statistic (Q1901724) (← links)
• Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators (Q1909459) (← links)
• Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes (Q2640293) (← links)
• HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES (Q3200434) (← links)
• VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
• DIFFERENTIAL GEOMETRY OF ARMA MODELS (Q3497072) (← links)
• (Q3979225) (← links)
• APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS (Q4012955) (← links)
• ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS (Q4299037) (← links)
• THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (Q4715707) (← links)
• Comparison of test statistics via expected lengths of associated confidence intervals (Q5943798) (← links)