The following pages link to (Q3321285):
Displaying 20 items.
- On the statistics of estimated reflection and cepstrum coefficients of an autoregressive process (Q673710) (← links)
- ARMA spectral estimation based on partial autocorrelations (Q791492) (← links)
- Empirical spectral processes and their applications to time series analysis (Q1109413) (← links)
- Autoregressive state-space approach for numerical signal analysis (Q1128469) (← links)
- Optimal estimation of power spectral density by means of a time-varying autoregressive ap\-proach. (Q1275499) (← links)
- Autoregression and cepstrum-domain filtering (Q1292386) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Algorithm for adaptively smoothing the log-periodogram (Q1398315) (← links)
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- Autoregressive spectral analysis when observations are missing (Q1881188) (← links)
- Autoregression and irregular sampling: spectral estimation. (Q1960493) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- Recovering of autoregressive spectral estimates of signals buried in noise (Q2460897) (← links)
- Almost sure convergence analysis of autoregressive spectral estimation in additive noise (Q3492699) (← links)
- (Q3713454) (← links)
- A New ARMA Spectral Estimator (Q3745112) (← links)
- An efficient algorithm for two-dimensional autoregressive spectrum estimation (Q3833984) (← links)
- Nonlinear modelling of periodic threshold autoregressions using Tsmars (Q5467627) (← links)
- A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
