Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 777603 - MaRDI portal

scientific article; zbMATH DE number 777603

From MaRDI portal
Publication:4840215

zbMath0835.62074MaRDI QIDQ4840215

T. W. Anderson

Publication date: 24 July 1995


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (25)

Weighted batch means estimators in Markov chain Monte CarloOn the Covariance Structure of Time Varying Bilinear ModelsOn uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))Central limit theorems for arrays of decimated linear processesBatch means and spectral variance estimators in Markov chain Monte CarloFourier analysis of stationary time series in function spaceApproximations and limit theory for quadratic forms of linear processesAsymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertaintyAsymptotic confidence interval of power spectrum of a continuous time process through progressively faster samplingSequential robust estimation for nonparametric autoregressive modelsHigher‐order asymptotics of minimax estimators for time seriesEfficient nonparametric estimation of generalised autocovariancesDependent functional dataOn asymptotic properties of the plug-in cepstrum estimator for Gaussian time seriesWeakly dependent functional dataOn a partly linear autoregressive model with moving average errorsApproximate wavelet-based simulation of long memory processesIn-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean modelEdgeworth expansions in Gaussian autoregressionSequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in ObservationsSequential model selection method for nonparametric autoregressionThe large sample behaviour of the generalized method of moments estimator in misspecified modelsUnnamed ItemUnnamed Item




This page was built for publication: