Pages that link to "Item:Q1697205"
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The following pages link to On model Fitting and estimation of strictly stationary processes (Q1697205):
Displaying 6 items.
- Estimating deformations of stationary processes (Q1430911) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
- On the ARCH model with stationary liquidity (Q2227202) (← links)
- Note on AR(1)-characterisation of stationary processes and model fitting (Q2326539) (← links)
- On Lamperti transformation and AR(1) type characterisations of discrete random fields (Q6633977) (← links)