The following pages link to Jan Beran (Q217352):
Displaying 50 items.
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- Analysing sanity of requirements for avionics systems (Q282095) (← links)
- (Q408092) (redirect page) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- (Q537238) (redirect page) (← links)
- Estimation of a nonparametric regression spectrum for multivariate time series (Q537240) (← links)
- Modifying the double smoothing bandwidth selector in nonparametric regression (Q537380) (← links)
- (Q588873) (redirect page) (← links)
- On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- Credit risk modeling based on survival analysis with immunes (Q713772) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- The effect of long memory in volatility on location estimation (Q987070) (← links)
- On rapid change points under long memory (Q989259) (← links)
- Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Nonparametric M-estimation with long-memory errors (Q1410279) (← links)
- Analyzing musical structure and performance -- a statistical approach (Q1431157) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
- Local polynomial fitting with long-memory, short-memory and antipersistent errors (Q1868291) (← links)
- On robust tail index estimation (Q1927123) (← links)
- On nonparametric regression for bivariate circular long-memory time series (Q2122802) (← links)
- On the empirical process of tempered moving averages (Q2216974) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- From short to long memory: aggregation and estimation (Q2445699) (← links)
- A nonparametric regression cross spectrum for multivariate time series (Q2482624) (← links)
- On estimating the cumulant generating function of linear processes (Q2502138) (← links)
- On location estimation for LARCH processes (Q2507743) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models (Q2742778) (← links)
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
- Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- A test of location for data with slowly decaying serial correlations (Q3823027) (← links)
- Testing for a change of the long-memory parameter (Q3837369) (← links)
- Goodness if fit tests and long-range dependence (Q3976428) (← links)
- M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations (Q3984603) (← links)
- Slowly Decaying Correlations, Testing Normality, Nuisance Parameters (Q3984607) (← links)
- (Q4040511) (← links)
- (Q4203568) (← links)
- Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors (Q4231307) (← links)