Pages that link to "Item:Q1354549"
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The following pages link to Sequential estimation for the autocorrelations of linear processes (Q1354549):
Displaying 15 items.
- \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression (Q1378758) (← links)
- Sequential point estimation of parameters in a threshold AR(1) model (Q1613666) (← links)
- The sequential estimation in stochastic regression model with random coefficients (Q1812041) (← links)
- Sequential estimation for time series regression models (Q1877837) (← links)
- Sequential estimation of means of linear processes (Q1902119) (← links)
- A new test for checking the equality of the correlation structures of two time series (Q2802913) (← links)
- Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation (Q3194548) (← links)
- Discord Detection For A Process With A Predefined Interval Of Observations (Q4805932) (← links)
- Risk efficient estimation of fully dependent random coefficient autoregressive models of general order (Q5154073) (← links)
- Editor's Special Invited Paper: Sequential Estimation for Time Series Models (Q5169469) (← links)
- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (Q5197977) (← links)
- Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series (Q5222304) (← links)
- Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes (Q5467611) (← links)
- Asymptotic distribution with random indices for linear processes (Q5864498) (← links)
- Sequential estimation of the maximum in a model for corrosion data (Q5936205) (← links)
