Pages that link to "Item:Q3249310"
From MaRDI portal
The following pages link to On Consistent Estimates of the Spectrum of a Stationary Time Series (Q3249310):
Displaying 50 items.
- Markov chain Monte Carlo confidence intervals (Q282567) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling (Q394099) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- Efficient estimation of spectral functionals for continuous-time stationary models (Q634700) (← links)
- Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
- On some moments and distributions occurring in the theory of linear stochastic process. II (Q770129) (← links)
- Testing for adequacy of seasonal adjustment in the frequency domain (Q826978) (← links)
- A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network (Q829707) (← links)
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Nonparametric spectrum estimation for spatial data (Q866644) (← links)
- Spectral density estimation for linear processes with dependent innovations (Q945811) (← links)
- Spectral analysis for processes with almost periodic covariances (Q993796) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Statistics of the spectral densities of stationary stochastic processes (Q1056502) (← links)
- On estimating the hidden periodicities in linear time series models (Q1107250) (← links)
- Optimal properties of certain spectral density statistics (Q1169231) (← links)
- Spectral based testing of the martingale hypothesis (Q1185208) (← links)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- On higher spectral densities of stationary processes with mixing (Q1228306) (← links)
- Cumulants of estimates of the spectrum of a stationary time series (Q1248877) (← links)
- Effect of dependence on statistics for determination of change (Q1361628) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Asymptotic behavior of bootstrap spectral window estimation (Q1367243) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Statistical inference for spatial statistics defined in the Fourier domain (Q1750275) (← links)
- Estimation of spectral density for seasonal time series models (Q1771287) (← links)
- Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (Q1787421) (← links)
- Estimation of second-order properties from jittered time series (Q1817406) (← links)
- On asymptotic quasi-likelihood estimation (Q1825572) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- An invariance property of optimal spectral bandwidths (Q1903183) (← links)
- On flat-top kernel spectral density estimators for homogeneous random fields (Q1918177) (← links)
- Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842) (← links)
- Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
- Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
- Mean-square consistency of the \(f\)-truncated \(M^2\)-periodogram (Q2103640) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
