المؤلفون: Rafael Rigão Souza, Taiane Schaedler Prass, Guilherme Pumi

المصدر: Scandinavian Journal of Statistics. 48:68-86

مصطلحات موضوعية: FOS: Computer and information sciences, Statistics and Probability, 37M10, 62M10, 62J12, Monte Carlo method, Chaotic, Mathematics - Statistics Theory, Statistics Theory (math.ST), Dynamical Systems (math.DS), Conditional expectation, 01 natural sciences, Methodology (stat.ME), 010104 statistics & probability, Law of large numbers, 0502 economics and business, FOS: Mathematics, Applied mathematics, Mathematics - Dynamical Systems, 0101 mathematics, Statistics - Methodology, 050205 econometrics, Mathematics, Series (mathematics), Estimation theory, 05 social sciences, Bounded function, Statistics, Probability and Uncertainty, Unit interval

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f7bb52bcd2126a7368a83421aa890aaaTest
https://doi.org/10.1111/sjos.12439Test

المؤلفون: Wintenberger, Olivier

المساهمون: Laboratoire de Finance Assurance (LFA), Centre de Recherche en Économie et STatistique (CREST), CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0303-6898.

مصطلحات موضوعية: Invertible models, volatility models, quasi maximum likelihood, strong consistency, asymptotic normality, exponential GARCH, stochastic recurrence equation, Primary 62F12, Secondary 60H25, 62F10, 62M20, 62M10, 91B84, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

العلاقة: info:eu-repo/semantics/altIdentifier/arxiv/1211.3292; hal-00751706; https://hal.science/hal-00751706Test; https://hal.science/hal-00751706v2/documentTest; https://hal.science/hal-00751706v2/file/EstInvModClean.pdfTest; ARXIV: 1211.3292

الإتاحة: https://doi.org/10.1111/sjos.12038Test
https://hal.science/hal-00751706Test
https://hal.science/hal-00751706v2/documentTest
https://hal.science/hal-00751706v2/file/EstInvModClean.pdfTest

المؤلفون: Bardet, Jean-Marc, Bertrand, Pierre, Raphael

المساهمون: Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1), PAS, Laboratoire de Mathématiques Blaise Pascal (LMBP), Université Blaise Pascal - Clermont-Ferrand 2 (UBP)-Centre National de la Recherche Scientifique (CNRS)-Université Blaise Pascal - Clermont-Ferrand 2 (UBP)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0303-6898.

مصطلحات موضوعية: continuous wavelet transform, fractional Brownian motion, spectral density, Gaussian processes observed at random times, heartbeat series, multiscale fractional Brownian motion, nonparametric estimation, 62G05, 62M10, 62M15, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

العلاقة: info:eu-repo/semantics/altIdentifier/arxiv/0805.0074; hal-00276735; https://hal.science/hal-00276735Test; https://hal.science/hal-00276735v5/documentTest; https://hal.science/hal-00276735v5/file/Bardet_Bertrand_Scand2.pdfTest; ARXIV: 0805.0074

الإتاحة: https://doi.org/10.1111/j.1467-9469.2009.00684.xTest
https://hal.science/hal-00276735Test
https://hal.science/hal-00276735v5/documentTest
https://hal.science/hal-00276735v5/file/Bardet_Bertrand_Scand2.pdfTest

المؤلفون: Chen, Yining

مصطلحات موضوعية: Methodology (stat.ME), FOS: Computer and information sciences, 62F10, 62F12, 62F30, 62F35, 62G07, 62G20, 62M10, 62P10, 62P20, G.3, QA Mathematics, Statistics - Methodology

وصف الملف: application/pdf

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::98982d76059581e5330e60b2e4161f26Test
http://eprints.lse.ac.uk/65753Test/

المؤلفون: A. Ian McLeod, Ying Zhang

المصدر: Journal of Time Series Analysis. 27:599-612

مصطلحات موضوعية: Statistics and Probability, Series (mathematics), Applied Mathematics, System identification, Mathematics - Statistics Theory, Statistics Theory (math.ST), 62M10, 91B84, Partial autocorrelation function, Plot (graphics), Autoregressive model, FOS: Mathematics, Applied mathematics, Statistics, Probability and Uncertainty, Model building, Mathematics

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ad7c7edca8b6ffb5a4a51cc2219bcf1aTest
https://doi.org/10.1111/j.1467-9892.2006.00481.xTest

المؤلفون: A. I. McLeod

المصدر: Journal of Time Series Analysis. 19:473-483

مصطلحات موضوعية: Statistics and Probability, Series (mathematics), Applied Mathematics, Spectral density, Mathematics - Statistics Theory, Linear prediction, Statistics Theory (math.ST), Variance (accounting), 62M10, 91B84, Autocovariance, symbols.namesake, Autoregressive model, Gaussian noise, FOS: Mathematics, symbols, Statistical physics, Statistics, Probability and Uncertainty, Unit (ring theory), Mathematics

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f278823d4c8bc84bcf0d872e1bf636bTest
https://doi.org/10.1111/1467-9892.00104Test

المؤلفون: Michael H. Neumann

المصدر: Journal of Time Series Analysis. 17:601-633

مصطلحات موضوعية: Statistics and Probability, Mathematical optimization, Spectral density estimation, asymptotic normality, Applied Mathematics, Gaussian, Asymptotic distribution, Estimator, Spectral density, large deviations, symbols.namesake, wavelet estimators, Wavelet, 62M15, Rate of convergence, 62G07, symbols, 62M10, Applied mathematics, Orthonormal basis, Statistics, Probability and Uncertainty, Mathematics

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ec1eae8cf71c334f72a23dfdbea9681eTest
https://doi.org/10.1111/j.1467-9892.1996.tb00295.xTest

المؤلفون: Bayomog, Samuel, Hardouin, Cécile, Guyon, Xavier, Yao, Jian-Feng

المساهمون: Statistique Appliquée et MOdélisation Stochastique (SAMOS), Université Paris 1 Panthéon-Sorbonne (UP1), Modélisation aléatoire de Paris X (MODAL'X), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS), Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)

المصدر: ISSN: 0319-5724 ; Canadian Journal of Statistics ; https://hal.science/hal-00110633Test ; Canadian Journal of Statistics, 1996, 24 (1), pp.115-130.

مصطلحات موضوعية: Minimum-contrast estimation, contrast-difference test, inhomogeneous Markov chain, coding, conditional pseudolikelihood, Whittle's contrast, JEL : 62F05, 62M10, 62M40, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

العلاقة: hal-00110633; https://hal.science/hal-00110633Test

الإتاحة: https://hal.science/hal-00110633Test

المؤلفون: Tomáš Rubín, Victor M. Panaretos

مصطلحات موضوعية: Statistics and Probability, Statistics::Theory, lagged regression, autocovariance operator, 01 natural sciences, 62M10 (primary), 62M15, 60G10 (secondary), Tikhonov regularization, 010104 statistics & probability, Statistics::Machine Learning, 0502 economics and business, Statistics, Linear regression, Statistics::Methodology, 0101 mathematics, Time series, non-parametric regression, Statistics - Methodology, 050205 econometrics, Mathematics, functional data analysis, Series (mathematics), Applied Mathematics, time-series, 05 social sciences, Functional data analysis, Regression analysis, spectral density operator, Nonparametric regression, convergence-rates, Kernel smoother, Statistics, Probability and Uncertainty

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::47ff51624ab7a755af1b8f19bf032439Test
https://infoscience.epfl.ch/record/280127Test