The following pages link to (Q4840215):
Displaying 32 items.
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling (Q394099) (← links)
- Central limit theorems for arrays of decimated linear processes (Q841489) (← links)
- Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Time-dependent statistical analysis of wide-area time-synchronized data (Q980651) (← links)
- Time series: theory and methods (Q1083164) (← links)
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references (Q1262064) (← links)
- Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
- The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
- On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) (Q1888325) (← links)
- Dependent functional data (Q1952694) (← links)
- On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series (Q2261912) (← links)
- Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096) (← links)
- Statistical analysis of stochastic processes in time. (Q2881850) (← links)
- Sequential robust estimation for nonparametric autoregressive models (Q2958401) (← links)
- (Q3324903) (← links)
- On a partly linear autoregressive model with moving average errors (Q3589230) (← links)
- Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model (Q4416012) (← links)
- Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations (Q4429468) (← links)
- Approximate wavelet-based simulation of long memory processes (Q4675839) (← links)
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Q4678789) (← links)
- On the Covariance Structure of Time Varying Bilinear Models (Q4795539) (← links)
- (Q4909780) (← links)
- Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty (Q5085249) (← links)
- Sequential model selection method for nonparametric autoregression (Q5215360) (← links)
- (Q5389678) (← links)
- The statistical approach to the analysis of time-series (Q5758093) (← links)
- Edgeworth expansions in Gaussian autoregression (Q5953975) (← links)
- Higher‐order asymptotics of minimax estimators for time series (Q6135343) (← links)
- A statistically efficient algorithm for estimating the parameters of a chirp signal model with time-varying amplitude (Q6558510) (← links)
- Robust inference theory for non-regular time series models and its extensions (Q6601515) (← links)
