The following pages link to (Q3323077):
Displaying 50 items.
- Time-localized wavelet multiple regression and correlation (Q83116) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- Mixed-spectra analysis for stationary random fields (Q257500) (← links)
- Testing for common deterministic trend slopes (Q262744) (← links)
- Robust functional supervised classification for time series (Q269171) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Spatial correlation robust inference with errors in location or distance (Q280268) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- Temperatures in transient climates: improved methods for simulations with evolving temporal covariances (Q288614) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- The information content of capacity utilization for detrending total factor productivity (Q318374) (← links)
- A wavelet-based spectrum for non-stationary processes (Q366742) (← links)
- Interpolation of nonstationary high frequency spatial-temporal temperature data (Q386756) (← links)
- Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
- Influence of the filtering tools on the analysis of two-dimensional turbulent flows (Q435383) (← links)
- On the causality between multiple locally stationary processes (Q444212) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models (Q452593) (← links)
- Aggregation of spectral density estimators (Q467026) (← links)
- A comparison between minimum variance control and other online compensation methods for specimen drift in transmission electron microscopy (Q481838) (← links)
- Quantification of interaction in multiloop control systems using directed spectral decomposition (Q490540) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- A note on generalized Bernstein polynomial density estimators (Q537474) (← links)
- Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo (Q548543) (← links)
- The spectral representation of Markov switching ARMA models (Q553863) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Dynamic critical behavior of the Chayes-Machta algorithm for the random-cluster model. I: Two dimensions (Q644923) (← links)
- Accurate estimation of evolutionary power spectra for strongly narrow-band random fields (Q649191) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
- Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
- Simulation factor screening using cross-spectral methods (Q688218) (← links)
- Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
- On the spectral formulation of Granger causality (Q714159) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
- Subsampling realised kernels (Q737277) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
