Weakly convergent nonparametric forecasting of stationary time series

JOURNAL ARTICLE published March 1997 in IEEE Transactions on Information Theory

Authors: G. Morvai | S.J. Yakowitz | P. Algoet

Stationary Processes in Time Series Analysis: The Mathematical Foundations.

JOURNAL ARTICLE published 1984 in Journal of the Royal Statistical Society. Series A (General)

Authors: W. D. Ray | P. J. Lambert | D. S. Poskett

A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics

JOURNAL ARTICLE published December 2021 in Journal of Statistical Planning and Inference

Authors: Shibin Zhang

Statistical inference for some discrete-valued time series

DISSERTATION published

Authors: Chao Wang

Statistical inference for some econometric time series models

DISSERTATION published

Authors: Yang Li

Statistical inference of time-varying single-index coefficient models for locally stationary time series

JOURNAL ARTICLE published 1 November 2020 in SCIENTIA SINICA Mathematica

Authors: You Jinhong | Hu Jianhua | Liu Liangyuan | Li Tao

Inference for non‐stationary time‐series autoregression

JOURNAL ARTICLE published July 2013 in Journal of Time Series Analysis

Authors: Zhou Zhou

Statistical Inference in Time Series

BOOK CHAPTER published 1990 in Time Series and Statistics

Authors: P. Whittle

Non- and semiparametric statistics: compared and contrasted

JOURNAL ARTICLE published December 2000 in Journal of Statistical Planning and Inference

Authors: P.J. Bickel | Y. Ritov

Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates

JOURNAL ARTICLE published October 2013 in Journal of Statistical Planning and Inference

Authors: Tina Felber | Daniel Jones | Michael Kohler | Harro Walk

On the estimation of correlation in a binary sequence model

JOURNAL ARTICLE published July 2020 in Journal of Statistical Planning and Inference

Authors: Haolei Weng | Yang Feng

A portmanteau-type test for detecting serial correlation in locally stationary functional time series

JOURNAL ARTICLE published July 2023 in Statistical Inference for Stochastic Processes

Research funded by Deutsche Forschungsgemeinschaft (SFB 823,SFB 823,SFB 823,Germany’s Excellence Strategy - EXC 2092 CASA - 390781972)

Authors: Axel Bücher | Holger Dette | Florian Heinrichs

Statistical inference for some nonlinear time series models

DISSERTATION published

Authors: Chun-shan Wong

Classical Statistical Mechanics Versus Quantal Statistical Thermodynamics: A Study in Contrasts

BOOK CHAPTER published 1976 in Foundations of Probability Theory, Statistical Inference, and Statistical Theories of Science

Authors: Laszlo Tisza

Contraction properties of shrinkage priors in logistic regression

JOURNAL ARTICLE published July 2020 in Journal of Statistical Planning and Inference

Authors: Ran Wei | Subhashis Ghosal

Split-plot type cross-over designs

JOURNAL ARTICLE published September 2003 in Journal of Statistical Planning and Inference

Authors: Damaraju Raghavarao | Yang Xie

JOURNAL ARTICLE published 2003 in Statistical Inference for Stochastic Processes

Authors: V. Konev | S. Pergamenshchikov

Embedding in law of discrete time ARMA processes in continuous time stationary processes

JOURNAL ARTICLE published December 2018 in Journal of Statistical Planning and Inference

Research funded by Ministerio de Economía, Industria y Competitividad (TIN2017-89244-R) | Generalitat de Catalunya (SGR2014-890) | Ministerio de Economía, Industria y Competitividad (MTM2015-69493-R)

Authors: Argimiro Arratia | Alejandra Cabaña | Enrique M. Cabaña

Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors

JOURNAL ARTICLE published 1 May 2003 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Authors: Peter Hall | Ingrid Van Keilegom

6 Statistical testing procedures 57

BOOK CHAPTER published in Statistical Inference in Multifractal Random Walk Models for Financial Time Series