Pages that link to "Item:Q3317948"
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The following pages link to A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function (Q3317948):
Displaying 9 items.
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- A periodogram-based metric for time series classification (Q959352) (← links)
- Asymptotic distribution of the autoregressive estimates of the inverse correlation function (Q1063349) (← links)
- Estimating the inverse autocorrelation function from outlier contaminated data (Q1424610) (← links)
- Asymptotic Relative Efficiency of Goodness-Of-Fit Tests Based on Inverse and Ordinary Autocorrelations (Q3505308) (← links)
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach (Q3577177) (← links)
- ON THE ESTIMATION OF THE INVERSE CORRELATION FUNCTION (Q3774776) (← links)
- LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES (Q4864576) (← links)
- Forecasting time series with sieve bootstrap (Q5956231) (← links)
