Results 131 to 140 of about 198 (153)

Nearly assumptionless screening for the mutually-exciting multivariate Hawkes process. [PDF]

Electron J Stat, 2017
Chen S, Witten D, Shojaie A.
europepmc   +1 more source

Portmanteau test statistics for seasonal serial correlation in time series models. [PDF]

Springerplus, 2016
Mahdi E.
europepmc   +1 more source

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Asymptotically Normal Families of Distributions and Efficient Estimation

Annals of Statistics, 1991
I A Ibragimov, R Z Khas'Minskii
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Edgeworth Correction by Bootstrap in Autoregressions

Annals of Statistics, 1988
Arup Bose
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An Optimal Autoregressive Spectral Estimate

Annals of Statistics, 1981
Ritei Shibata
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The Estimation of the Order of an ARMA Process

Annals of Statistics, 1980
E J Hannan
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Asymptotic expansion for the distribution of the discriminant function in the first order autoregressive processes

Hiroshima Mathematical Journal, 1986
Hirofumi Wakaki
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A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals

Econometric Reviews, 2005
Achim Zeileis
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The Asymptotic Distribution of Serial Covariances

Annals of Statistics, 1976
E J Hannan
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