35 citations to https://www.mathnet.ru/rus/tvp1118
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Alessandra Luati, Francesca Papagni, Tommaso Proietti, “Efficient nonparametric estimation of generalised autocovariances”, Journal of Nonparametric Statistics, 36:1 (2024), 23
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Yan Liu, Research Papers in Statistical Inference for Time Series and Related Models, 2023, 325
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Arkady Tempelman, “Randomized consistent statistical inference for random processes and fields”, Stat Inference Stoch Process, 25:3 (2022), 599
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Alessandra Luati, Francesca Papagni, Tommaso Proietti, “Efficient Nonparametric Estimation of Generalized Autocovariances”, SSRN Journal, 2021
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Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky, “The BLUE in continuous-time regression models with correlated errors”, Ann. Statist., 47:4 (2019)
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Hien D. Nguyen, “Asymptotic normality of the time‐domain generalized least squares estimator for linear regression models”, Stat, 8:1 (2019)
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Junichi Hirukawa, “Time series regression models with locally stationary disturbance”, Stat Inference Stoch Process, 20:3 (2017), 329
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Yan Liu, “Robust parameter estimation for stationary processes by an exotic disparity from prediction problem”, Statistics & Probability Letters, 129 (2017), 120
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Yoshihiro Suto, Yan Liu, Masanobu Taniguchi, “Asymptotic theory of parameter estimation by a contrast function based on interpolation error”, Stat Inference Stoch Process, 19:1 (2016), 93
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Tomoyuki Amano, “Asymptotic Optimality of Estimating Function Estimator for CHARN Model”, Advances in Decision Sciences, 2012 (2012), 1