Results 141 to 150 of about 211 (152)

A likelihood approximation for locally stationary processes

Annals of Statistics, 2000
Rainer Dahlhaus
exaly  

Flexible Bivariate INAR(1) Processes Using Copulas

Communications in Statistics - Theory and Methods, 2013
Xanthi Pedeli, Dimitris Karlis
exaly  

The Asymptotic Distribution of Serial Covariances

Annals of Statistics, 1976
E J Hannan
exaly  

Consistent estimation of high-dimensional factor models when the factor number is over-estimated

Electronic Journal of Statistics, 2020
Matteo Barigozzi, Haeran Cho
exaly  

Nonparametric regression for locally stationary time series

Annals of Statistics, 2012

exaly  

Time Series Classification Based on Spectral Analysis

Communications in Statistics Part B: Simulation and Computation, 2007
Shuen-Lin Jeng
exaly  

A Cauchy estimator test for autocorrelation

Journal of Statistical Computation and Simulation, 2015
Thomas J Fisher
exaly  

On discriminating between long-range dependence and changes in mean

Annals of Statistics, 2006
Piotr Kokoszka, István Berkes
exaly  

A Meta Analytic Approach to Testing for Panel Cointegration

Communications in Statistics Part B: Simulation and Computation, 2009
Christoph Hanck
exaly  

Semiparametric estimation of fractional cointegrating subspaces

Annals of Statistics, 2006
Willa W Chen
exaly