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