Pages that link to "Item:Q4299037"
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The following pages link to ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS (Q4299037):
Displaying 9 items.
- Asymptotic normality of sample autocovariances with an application in frequency estimation (Q1338753) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- On the asymptotic properties of multivariate sample autocovariances (Q2486171) (← links)
- SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (Q3746733) (← links)
- ON RESULTS OF PORAT CONCERNING ASYMPTOTIC EFFICIENCY OF SAMPLE COVARIANCES OF GAUSSIAN ARMA PROCESSES (Q4328384) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- Asymptotic Relative Efficiency and Exact Variance Stabilizing Transformation for the Generalized Gaussian Distribution (Q5346464) (← links)
- Improved estimation for the autocovariances of a Gaussian stationary process (Q5423135) (← links)