Pages that link to "Item:Q1179289"
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The following pages link to Estimation of the distribution function of noise in stationary processes (Q1179289):
Displaying 17 items.
- Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Estimating the noise parameters from observations of a linear process with stable innovations (Q1205454) (← links)
- An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models (Q1807086) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582) (← links)
- Calculation of discrete-time process noise statistics for hybrid continuous/discrete-time applications (Q4886490) (← links)
- A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
- Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
- Generalized \(IK \)-distribution in noise immunity theory (Q6095170) (← links)
