Pages that link to "Item:Q1838261"

The following pages link to On the second order asymptotic efficiency of estimators of Gaussian ARMA processes (Q1838261):

Displaying 25 items.

• The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
• A note on approximations of traces of products of truncated Toeplitz matrices (Q736267) (← links)
• On the trace approximation problem for truncated Toeplitz operators and matrices (Q736390) (← links)
• Approximation for the inverse of Toeplitz matrices with applications to stationary processes (Q909745) (← links)
• Faster ARMA maximum likelihood estimation (Q1023549) (← links)
• Berry-Esseen theorems for quadratic forms of Gaussian stationary processes (Q1062347) (← links)
• Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855) (← 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)
• Convergence rates in the central limit theorem for means of autoregressive and moving average sequences (Q1201762) (← links)
• Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe (Q1203351) (← links)
• More higher-order efficiency: Concentration probability (Q1275420) (← links)
• Asymptotic expansions of Bayes estimators for small diffusions (Q1326339) (← 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)
• A likelihood approximation for locally stationary processes (Q1848853) (← links)
• Minimax estimation for time series models (Q2070661) (← links)
• Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
• Second-order properties of locally stationary processes (Q3077645) (← links)
• DIFFERENTIAL GEOMETRY OF<i>ARFIMA</i>PROCESSES (Q4540694) (← links)
• Models for circular data from time series spectra (Q5135323) (← links)
• Optimal instrumental variables estimation for ARMA models (Q5952957) (← links)
• (Q6045882) (← links)
• Higher‐order asymptotics of minimax estimators for time series (Q6135343) (← links)
• Second-order robustness for time series inference (Q6155084) (← links)