Results 81 to 90 of about 115 (106)

Quasi-maximum exponential likelihood estimator and portmanteau test of double AR ( p ) model based on Laplace ( a , b ). [PDF]

J Inequal Appl, 2018
Xuan H, Song L, Ji UC, Sun Y, Dai T.
europepmc   +1 more source

Estimation of the linear mixed integrated Ornstein-Uhlenbeck model. [PDF]

J Stat Comput Simul, 2017
Hughes RA, Kenward MG, Sterne JAC, Tilling K.   +3 more
europepmc   +1 more source

M-test in linear models with negatively superadditive dependent errors. [PDF]

J Inequal Appl, 2017
Yu Y, Hu H, Liu L, Huang S.
europepmc   +1 more source

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

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Asymptotically Normal Families of Distributions and Efficient Estimation

Annals of Statistics, 1991
I A Ibragimov, R Z Khas’Minskii
exaly  

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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