ESTIMATION OF VARIANCE-TIME AND COVARIANCE-TIME CURVES OF A STATIONARY POINT PROCESS

被引：0

作者：

ROTHMAN, ED ^{[1
]}

LIEBETRAU, AM ^{[1
]}

机构：

[1] UNIV MICHIGAN,ANN ARBOR,MI

来源：

COMMUNICATIONS IN STATISTICS | 1975年 / 4卷 / 04期

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：317 / 338

页数：22

共 50 条

[1] WEAK CONVERGENCE OF A CLASS OF ESTIMATORS OF VARIANCE-TIME CURVE OF A WEAKLY STATIONARY POINT PROCESS
LIEBETRAU, AM
[J]. JOURNAL OF APPLIED PROBABILITY, 1977, 14 (01) : 114 - 126
[2] TESTS OF RANDOMNESS DERIVED FROM AN ESTIMATOR OF VARIANCE-TIME CURVE OF A WEAKLY STATIONARY POINT PROCESS
LIEBETRAU, AM
[J]. ADVANCES IN APPLIED PROBABILITY, 1976, 8 (02) : 242 - 242
[3] Estimation of Hurst parameter by variance-time plots
Zhang, HF
Shu, YT
Yang, O
[J]. 1997 IEEE PACIFIC RIM CONFERENCE ON COMMUNICATIONS, COMPUTERS AND SIGNAL PROCESSING, VOLS 1 AND 2: PACRIM 10 YEARS - 1987-1997, 1997, : 883 - 886
[4] COVARIANCE MATRIX ESTIMATION FOR STATIONARY TIME SERIES
Xia, Han
Wu, Wei Biao
[J]. ANNALS OF STATISTICS, 2012, 40 (01): : 466 - 493
[5] ESTIMATION OF INNOVATION VARIANCE OF A STATIONARY TIME SERIES
DAVIS, HT
JONES, RH
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (321) : 141 - &
[6] SOME TESTS OF RANDOMNESS BASED UPON THE VARIANCE-TIME CURVE OF THE POISSON-PROCESS
LIEBETRAU, AM
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1979, 41 (01): : 32 - 39
[7] PARAMETRIC-ESTIMATION OF THE COVARIANCE DENSITY FOR A STATIONARY POINT PROCESS ON RD
JOLIVET, E
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1986, 22 (01) : 111 - 119
[8] Estimation of certain parameters of a stationary hybrid process involving a time series and a point process
Rigas, AG
[J]. MATHEMATICAL BIOSCIENCES, 1996, 133 (02) : 197 - 218
[9] RANDOM WALK OF STOCK PRICES - A TEST OF VARIANCE-TIME FUNCTION
YOUNG, WE
[J]. ECONOMETRICA, 1970, 38 (04) : 123 - &
[10] MULTITAPER ESTIMATION OF THE INNOVATION VARIANCE OF A STATIONARY TIME-SERIES
WALDEN, AT
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1995, 43 (01) : 181 - 187

← 1 2 3 4 5 →