The following pages link to (Q4884570):
Displaying 50 items.
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- A pair-wise approach to testing for output and growth convergence (Q277174) (← links)
- Estimation of mis-specified long memory models (Q278055) (← links)
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
- Bias expansion of spatial statistics and approximation of differenced lattice point counts (Q353996) (← links)
- Estimation of a measure of local correlation for independent samples and time series data (Q361230) (← links)
- Efficient algorithm for estimating the parameters of two dimensional chirp signal (Q361233) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- Application of copulas to multivariate control charts (Q393636) (← links)
- Efficient algorithm for estimating the parameters of a chirp signal (Q414540) (← links)
- Polynomial spline confidence bands for time series trend (Q419264) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- A linear regression model with persistent level shifts: an alternative to infill asymptotics (Q464480) (← links)
- Non-negatively constrained least squares and parameter choice by the residual periodogram for the inversion of electrochemical impedance spectroscopy data (Q475643) (← links)
- Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916) (← links)
- Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation (Q480031) (← links)
- A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
- Efficiency of a Liu-type estimator in semiparametric regression models (Q609231) (← links)
- Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
- Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
- Limiting mixture distributions for AR(1) model indexed by a branching process (Q613201) (← links)
- mBm-based scalings of traffic propagated in internet (Q624747) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Asymptotic identity in min-plus algebra: a report on CPNS (Q642426) (← links)
- Change detection for uncertain autoregressive dynamic models through nonparametric estimation (Q670171) (← links)
- Mildly explosive autoregression with mixing innovations (Q684059) (← links)
- On the correlations of trend-cycle errors (Q694914) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
- The effect of cluster sampling on the covariance and correlation matrices of sample distribution functions (Q744585) (← links)
- A note on monitoring time-varying parameters in an autoregression (Q745379) (← links)
- Multivariate versions of Bartlett's formula (Q764471) (← links)
- Statistical portfolio estimation under the utility function depending on exogenous variables (Q764799) (← links)
- Comparison of MCMC methods for estimating stochastic volatility models (Q816059) (← links)
- Modeling and large sample estimation for multi-casting autoregression (Q842961) (← links)
- Bayesian single and double variable sampling plans for the Weibull distribution with censoring (Q856296) (← links)
- Autoregressive distributed lag models and cointegration (Q862779) (← links)
- On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083) (← links)
- Time series regression with persistent level shifts (Q889016) (← links)
- Stochastic algorithms for solving structured low-rank matrix approximation problems (Q907198) (← links)
- A small sample confidence interval for autoregressive parameters (Q951044) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
