Pages that link to "Item:Q1189362"
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The following pages link to Higher order asymptotic theory for time series analysis (Q1189362):
Displaying 41 items.
- Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers (Q273719) (← links)
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- Improved chi-squared tests for a composite hypothesis (Q413759) (← links)
- Preliminary test estimation for spectra (Q643220) (← links)
- Generalized Cordeiro-Ferrari Bartlett-type adjustment (Q712543) (← links)
- Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe (Q1203351) (← links)
- On exponential rates of estimators of the parameter in the first-order autoregressive process (Q1265988) (← links)
- More higher-order efficiency: Concentration probability (Q1275420) (← links)
- Higher-order approximations for frequency domain time series regression (Q1305643) (← links)
- Asymptotic expansions of Bayes estimators for small diffusions (Q1326339) (← links)
- Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes (Q1332745) (← links)
- The influence of parameter estimation on the ARL of Shewhart type charts for time series (Q1567078) (← links)
- On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes (Q1613579) (← links)
- Higher-order asymptotic theory of shrinkage estimation for general statistical models (Q1749993) (← links)
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
- Partial mixing and Edgeworth expansion (Q1885365) (← links)
- Edgeworth expansions for spectral mean estimates with applications to Whittle estimates (Q1895423) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- Generalized information criterion (Q2930889) (← links)
- Second-order properties of locally stationary processes (Q3077645) (← links)
- BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND (Q3181952) (← links)
- Second-Order Power Comparison of Tests (Q3585247) (← links)
- Higher-order asymptotic theory of time-series analysis (Q3970298) (← links)
- (Q4323638) (← links)
- (Q4518547) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES (Q4562546) (← links)
- THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (Q4715707) (← links)
- Sharp large deviations for Gaussian quadratic forms with applications (Q4941312) (← links)
- Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
- (Q5011456) (← links)
- On large deviation asymptotics of some tests in time series (Q5943801) (← links)
- Edgeworth expansions in Gaussian autoregression (Q5953975) (← links)
- Malliavin calculus and martingale expansion (Q5956288) (← links)
- Higher‐order asymptotics of minimax estimators for time series (Q6135343) (← links)
- Second-order robustness for time series inference (Q6155084) (← links)
- Shrinkage estimators of BLUE for time series regression models (Q6536685) (← links)
- Bartlett correction in the stable second-order autoregressive model with intercept and trend (Q6552777) (← links)
- Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
