Pages that link to "Item:Q2002004"
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The following pages link to Functional maximum-likelihood estimation of ARH(\(p\)) models (Q2002004):
Displaying 7 items.
- Least-squares estimation of multifractional random fields in a Hilbert-valued context (Q261992) (← links)
- New compactly supported spatiotemporal covariance functions from SPDEs (Q290367) (← links)
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
- Spatial autoregressive and moving average Hilbertian processes (Q618154) (← links)
- Kalman filtering from POP-based diagonalization of ARH(1) (Q1020165) (← links)
- Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes (Q2340309) (← links)
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain (Q2431583) (← links)
