Böker, Fred Über statistische Methoden bei Punktprozessen. (On statistical methods for point processes). (German) Zbl 0719.62094 Göttinger Wirtschaftswissenschaftliche Studien, 25. Göttingen: Verlag Otto Schwartz & Co.; Zugl.: Univ. Göttingen, Wirtschaftswiss. Fachbereich, Habil.-Schr. 410 S. DM 44.00 (1987). Reviewer: R.Schlittgen MSC: 62Mxx 60G55 62-02 62M07 62M09 62M99 60G44 60F05 62N05 PDFBibTeX XMLCite \textit{F. Böker}, Über statistische Methoden bei Punktprozessen. (On statistical methods for point processes). Göttingen: Verlag Otto Schwartz \&| Co.; Göttingen: Univ. Göttingen, Wirtschaftswiss. Fachbereich (1987; Zbl 0719.62094)
Kochmala, I. V. Asymptotic estimation in the statistics of processes with a discrete component. (Russian. English summary) Zbl 0712.62079 Tr. Inst. Prikl. Mat. Im. I. N. Vekua 20, 77-86 (1987). MSC: 62M09 62F12 PDFBibTeX XMLCite \textit{I. V. Kochmala}, Tr. Inst. Prikl. Mat. Im. I. N. Vekua 20, 77--86 (1987; Zbl 0712.62079)
Bosq, Denis La statistique non paramétrique des processus. (The nonparametric statistic of processes). (French) Zbl 0691.62041 Rend. Semin. Mat., Torino 45, No. 2, 1-24 (1987). Reviewer: J.R.Léon MSC: 62G05 62M09 PDFBibTeX XMLCite \textit{D. Bosq}, Rend. Semin. Mat., Torino 45, No. 2, 1--24 (1987; Zbl 0691.62041)
Godambe, V. P. The functions of finite sample estimation in stochastic processes. II. (English) Zbl 0689.62074 Mathematical statistics theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 2, 49-54 (1987). MSC: 62M09 62M99 PDFBibTeX XML
Dia, Galaye Étude d’un estimateur de la fonction de régression pour un processus ponctuel à valeurs dans \(R^ s_+\times R(s\geq 1)\). (Study of an estimator of the regression function of a point process with values in \(R^ s_+\times R(s\geq 1))\). (French) Zbl 0689.62032 Serdica 13, 382-395 (1987). MSC: 62G05 62M99 62M09 60G55 PDFBibTeX XMLCite \textit{G. Dia}, Serdica 13, 382--395 (1987; Zbl 0689.62032)
Ibragimov, I. A.; Khas’minskij, R. Z. Estimation of linear functionals in Gaussian noise. (English. Russian original) Zbl 0678.62080 Theory Probab. Appl. 32, No. 1, 30-39 (1987); translation from Teor. Veroyatn. Primen. 32, 35-44 (1987). MSC: 62M09 62G05 PDFBibTeX XMLCite \textit{I. A. Ibragimov} and \textit{R. Z. Khas'minskij}, Theory Probab. Appl. 32, No. 1, 30--39 (1987; Zbl 0678.62080); translation from Teor. Veroyatn. Primen. 32, 35--44 (1987) Full Text: DOI
Taqqu, Murad S. Toeplitz matrices and estimation of time series with long-range dependence. (English) Zbl 0677.62083 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 75-83 (1987). Reviewer: M.Iosifescu MSC: 62M10 60F99 60G10 62M09 15A99 PDFBibTeX XML
Watanabe, Norio On the strong consistency of maximum likelihood estimators for a linear system. (English) Zbl 0677.62081 Tensor, New Ser. 46, 108-116 (1987). MSC: 62M09 PDFBibTeX XMLCite \textit{N. Watanabe}, Tensor, New Ser. 46, 108--116 (1987; Zbl 0677.62081)
Dzhaparidze, K. On asymptotic of the Cox estimator. (English) Zbl 0675.62057 Mathematical statistics, theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 2, 59-61 (1987). MSC: 62M09 PDFBibTeX XML
Künsch, Hans Statistical aspects of self-similar processes. (English) Zbl 0673.62073 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 67-74 (1987). MSC: 62M09 PDFBibTeX XML
Sandau, Konrad Die Bestimmung der Inhaltsdichte anisotroper Faser- und Flächenprozesse mittels Richtungsinformation auf Testmengen. (The determination of volume density of anisotropic fibre- and surface processes by means of directional information on test sets). (German) Zbl 0668.60014 Hohenheim (FRG): Univ. Hohenheim, Fakultät I, Allgemeine und Angewandte Naturwissenschaften, Habilitationsschr. 98 S. (1987). Reviewer: W.Weil MSC: 60D05 62M09 60G55 PDFBibTeX XML
Pons, Odile; de Turckheim, Élisabeth Estimation in Cox’s periodic model with a histogram-type estimator for the underlying intensity. (English) Zbl 0667.62066 Scand. J. Stat., Theory Appl. 14, No. 4, 329-345 (1987). MSC: 62M09 62E20 60F05 62M99 PDFBibTeX XMLCite \textit{O. Pons} and \textit{É. de Turckheim}, Scand. J. Stat. 14, 329--345 (1987; Zbl 0667.62066)
Knight, Keith Rate of convergence of centred estimates of autoregressive parameters for infinite variance autoregressions. (English) Zbl 0659.62107 J. Time Ser. Anal. 8, 51-60 (1987). MSC: 62M10 62F35 62M09 PDFBibTeX XMLCite \textit{K. Knight}, J. Time Ser. Anal. 8, 51--60 (1987; Zbl 0659.62107) Full Text: DOI
Chistyakov, S. P. On a regression problem for random processes. (English. Russian original) Zbl 0657.62107 Theory Probab. Appl. 31, 132-135 (1987); translation from Teor. Veroyatn. Primen. 31, No. 1, 142-145 (1986). MSC: 62M09 62J02 62M99 PDFBibTeX XMLCite \textit{S. P. Chistyakov}, Theory Probab. Appl. 31, 132--135 (1987; Zbl 0657.62107); translation from Teor. Veroyatn. Primen. 31, No. 1, 142--145 (1986) Full Text: DOI
Veres, S. Maximum likelihood estimation and structural test of fit for a general class of stochastic processes. (English) Zbl 0657.62106 Goodness-of-fit, Debrecen/Hung. 1984, Colloq. Math. Soc. János Bolyai 45, 583-595 (1987). MSC: 62M09 62M07 62E20 62F05 62F12 PDFBibTeX XML
Bell, C. A.; Ahmad, R.; Park, C. J.; Lui, R. Signal detection for Pareto renewal processes. (English) Zbl 0657.62105 Pakistan J. Stat. 3, No. 2, 1-53 (1987). MSC: 62M09 62M07 60K05 62G05 62G10 PDFBibTeX XMLCite \textit{C. A. Bell} et al., Pak. J. Stat. 3, No. 2, 1--53 (1987; Zbl 0657.62105)
Kulkarni, P. M.; Heyde, C. C. Optimal robust estimation for discrete time stochastic processes. (English) Zbl 0655.62092 Stochastic Processes Appl. 26, 267-276 (1987). Reviewer: Hans Nyquist (Umeå) MSC: 62M10 62F35 62M09 PDFBibTeX XMLCite \textit{P. M. Kulkarni} and \textit{C. C. Heyde}, Stochastic Processes Appl. 26, 267--276 (1987; Zbl 0655.62092) Full Text: DOI
Tanaka, Minoru Corrections to: Estimation of the correlogram for a stationary Gaussian process by random clipping. (English) Zbl 0655.62091 Kodai Math. J. 10, 258-259 (1987). MSC: 62M09 62M10 PDFBibTeX XMLCite \textit{M. Tanaka}, Kodai Math. J. 10, 258--259 (1987; Zbl 0655.62091) Full Text: DOI
Tanaka, Minoru Estimation of the autocorrelation coefficients in a stationary lognormal process. (English) Zbl 0651.62085 J. Jpn. Stat. Soc. 17, 137-148 (1987). MSC: 62M09 62M10 PDFBibTeX XMLCite \textit{M. Tanaka}, J. Jpn. Stat. Soc. 17, 137--148 (1987; Zbl 0651.62085)
Heyde, C. C. Optimality in estimation for stochastic processes under both fixed and large sample conditions. (English) Zbl 0651.62083 Probability theory and mathematical statistics, Proc. 4 th Conf., Vilnius/USSR 1985, Vol. 1, 535-541 (1987). MSC: 62M09 62F12 PDFBibTeX XML
Alekseev, A. G. On symmetry properties and nonparametric estimates of the \(\nu\)-th order spectral density of a stationary random process. (English) Zbl 0649.62093 Probability theory and mathematical statistics, Proc. 4th Conf., Vilnius/USSR 1985, Vol. 1, 31-38 (1987). MSC: 62M15 62G05 62M09 PDFBibTeX XML
Leśkow, Jacek Estimation of the periodic function in the multiplicative intensity model. (English) Zbl 0649.62085 Probab. Math. Stat. 8, 103-110 (1987). Reviewer: P.Weiss MSC: 62M09 60G55 PDFBibTeX XMLCite \textit{J. Leśkow}, Probab. Math. Stat. 8, 103--110 (1987; Zbl 0649.62085)
Peruničić, P.; Glišić, Z. Estimation of the rarefying function. (English) Zbl 0647.62085 Mat. Vesn. 39, No. 4, 447-453 (1987). Reviewer: H.N.Nagaraja MSC: 62M09 62G05 60K05 PDFBibTeX XMLCite \textit{P. Peruničić} and \textit{Z. Glišić}, Mat. Vesn. 39, No. 4, 447--453 (1987; Zbl 0647.62085)
Sweeting, T. J.; Adekola, O. A. Asymptotic posterior normality for stochastic processes revisited. (English) Zbl 0645.62092 J. R. Stat. Soc., Ser. B 49, 215-222 (1987). Reviewer: B.L.S.Prakasa Rao MSC: 62M09 62F15 62E20 PDFBibTeX XMLCite \textit{T. J. Sweeting} and \textit{O. A. Adekola}, J. R. Stat. Soc., Ser. B 49, 215--222 (1987; Zbl 0645.62092)
Dia, Galaye Estimation of a regression function on a Poisson process. (English) Zbl 0644.62045 Stat. Probab. Lett. 6, No. 1-2, 47-54 (1987). Reviewer: R.Zielinski MSC: 62G05 62J02 62M09 PDFBibTeX XMLCite \textit{G. Dia}, Stat. Probab. Lett. 6, No. 1--2, 47--54 (1987; Zbl 0644.62045) Full Text: DOI
Kavkyanov, S. I. Empirical estimates of smoothness of solutions of linear ill-posed problems. (English. Russian original) Zbl 0637.62009 Sov. Phys., Dokl. 32, 274-276 (1987); translation from Dokl. Akad. Nauk SSSR 293, 1353-1357 (1987). MSC: 62C12 62M09 65J10 62C10 PDFBibTeX XMLCite \textit{S. I. Kavkyanov}, Sov. Phys., Dokl. 32, 274--276 (1987; Zbl 0637.62009); translation from Dokl. Akad. Nauk SSSR 293, 1353--1357 (1987)
Bahr, Randall K.; Bucklew, James A. Minimax estimation of continuous time deterministic signals in colored noise. (English) Zbl 0636.62099 Stochastic Processes Appl. 27, No. 1, 97-120 (1987). MSC: 62M20 93E11 62M09 PDFBibTeX XMLCite \textit{R. K. Bahr} and \textit{J. A. Bucklew}, Stochastic Processes Appl. 27, No. 1, 97--120 (1987; Zbl 0636.62099) Full Text: DOI
Heyde, C. C. On combining quasi-likelihood estimating functions. (English) Zbl 0636.62086 Stochastic Processes Appl. 25, 281-287 (1987). MSC: 62M09 60G44 62M05 PDFBibTeX XMLCite \textit{C. C. Heyde}, Stochastic Processes Appl. 25, 281--287 (1987; Zbl 0636.62086) Full Text: DOI
Anděl, Jiří On multiple periodic autoregression. (English) Zbl 0634.62086 Apl. Mat. 32, 63-80 (1987). Reviewer: E.J.Hannan MSC: 62M10 62F15 62M07 62M09 PDFBibTeX XMLCite \textit{J. Anděl}, Apl. Mat. 32, 63--80 (1987; Zbl 0634.62086) Full Text: EuDML
Chen, Bor-Chung; Sargent, Robert G. Using standardized time series to estimate confidence intervals for the difference between two stationary stochastic processes. (English) Zbl 0634.62080 Oper. Res. 35, 428-436 (1987). MSC: 62M09 62M10 62F25 PDFBibTeX XMLCite \textit{B.-C. Chen} and \textit{R. G. Sargent}, Oper. Res. 35, 428--436 (1987; Zbl 0634.62080) Full Text: DOI
Gomonov, V. V. Tracking the drifts of the parameters of a stable autoregression process. (English. Russian original) Zbl 0634.62079 Vestn. Leningr. Univ., Math. 20, No. 3, 68-71 (1987); translation from Vestn. Leningr. Univ., Ser. I 1987, No. 3, 103-105 (1987). MSC: 62M09 62M10 62L12 PDFBibTeX XMLCite \textit{V. V. Gomonov}, Vestn. Leningr. Univ., Math. 20, No. 3, 68--71 (1987; Zbl 0634.62079); translation from Vestn. Leningr. Univ., Ser. I 1987, No. 3, 103--105 (1987)
Magiera, Ryszard Admissible sequential polynomial estimators for stochastic processes. (English) Zbl 0634.62077 Sequential Anal. 6, 207-218 (1987). MSC: 62L12 62M05 62C15 62M09 PDFBibTeX XMLCite \textit{R. Magiera}, Sequential Anal. 6, 207--218 (1987; Zbl 0634.62077) Full Text: DOI
Wu, Minjin Bilateral Poisson point process and response time test. (Chinese. English summary) Zbl 0634.60048 J. East China Norm. Univ., Nat. Sci. Ed. 1987, No. 1, 28-34 (1987). MSC: 60G55 62M09 PDFBibTeX XMLCite \textit{M. Wu}, J. East China Norm. Univ., Nat. Sci. Ed. 1987, No. 1, 28--34 (1987; Zbl 0634.60048)
Lloyd, Christopher J. Optimal martingale estimating equations in a stochastic process. (English) Zbl 0633.62086 Stat. Probab. Lett. 5, 381-387 (1987). Reviewer: B.Gołdys MSC: 62M09 PDFBibTeX XMLCite \textit{C. J. Lloyd}, Stat. Probab. Lett. 5, 381--387 (1987; Zbl 0633.62086) Full Text: DOI
Jacod, Jean Partial likelihood process and asymptotic normality. (English) Zbl 0632.62088 Stochastic Processes Appl. 26, 47-71 (1987). Reviewer: Yu.M.Kabanov MSC: 62M09 60G44 PDFBibTeX XMLCite \textit{J. Jacod}, Stochastic Processes Appl. 26, 47--71 (1987; Zbl 0632.62088) Full Text: DOI
Belyaev, Yu. K.; Zamyatin, A. A. A product-limit estimate for the particle life time distribution function of the Bellman-Harris process. (English) Zbl 0632.60081 Mosc. Univ. Math. Bull. 42, No. 2, 16-23 (1987). MSC: 60J80 62G05 62M09 PDFBibTeX XMLCite \textit{Yu. K. Belyaev} and \textit{A. A. Zamyatin}, Mosc. Univ. Math. Bull. 42, No. 2, 16--23 (1987; Zbl 0632.60081)
Masry, Elias Almost sure convergence of recursive density estimators for stationary mixing processes. (English) Zbl 0631.62040 Stat. Probab. Lett. 5, 249-254 (1987). Reviewer: He Shengwu MSC: 62G05 60F15 62M09 PDFBibTeX XMLCite \textit{E. Masry}, Stat. Probab. Lett. 5, 249--254 (1987; Zbl 0631.62040) Full Text: DOI
Konecny, F. The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure. (English) Zbl 0629.62089 Metrika 34, 143-155 (1987). Reviewer: E.J.Trofimov MSC: 62M09 62F12 62E20 PDFBibTeX XMLCite \textit{F. Konecny}, Metrika 34, 143--155 (1987; Zbl 0629.62089) Full Text: DOI EuDML
Cipra, T.; Motyková, I. Study on Kalman filter in time series analysis. (English) Zbl 0628.62093 Commentat. Math. Univ. Carol. 28, 549-563 (1987). MSC: 62M10 62M20 62M09 PDFBibTeX XMLCite \textit{T. Cipra} and \textit{I. Motyková}, Commentat. Math. Univ. Carol. 28, 549--563 (1987; Zbl 0628.62093) Full Text: EuDML
Warnes, J. J.; Ripley, B. D. Problems with likelihood estimation of covariance functions of spatial Gaussian processes. (English) Zbl 0628.62087 Biometrika 74, 640-642 (1987). MSC: 62M09 62M99 PDFBibTeX XMLCite \textit{J. J. Warnes} and \textit{B. D. Ripley}, Biometrika 74, 640--642 (1987; Zbl 0628.62087) Full Text: DOI
Karr, Alan F. Maximum likelihood estimation in the multiplicative intensity model via sieves. (English) Zbl 0628.62086 Ann. Stat. 15, 473-490 (1987). Reviewer: B.L.S.Prakasa Rao MSC: 62M09 60F05 62F12 60G55 62E20 PDFBibTeX XMLCite \textit{A. F. Karr}, Ann. Stat. 15, 473--490 (1987; Zbl 0628.62086) Full Text: DOI
Holst, U. Recursive M-estimators of location. (English) Zbl 0628.62082 Commun. Stat., Theory Methods 16, 2201-2226 (1987). MSC: 62L12 62M09 62F35 PDFBibTeX XMLCite \textit{U. Holst}, Commun. Stat., Theory Methods 16, 2201--2226 (1987; Zbl 0628.62082) Full Text: DOI
Cabaña, E. M. Affine processes: A test of isotropy based on level sets. (English) Zbl 0627.62088 SIAM J. Appl. Math. 47, 886-891 (1987). Reviewer: J.C.Abril MSC: 62M07 60G10 62M99 62F99 62M09 PDFBibTeX XMLCite \textit{E. M. Cabaña}, SIAM J. Appl. Math. 47, 886--891 (1987; Zbl 0627.62088) Full Text: DOI
Becker, Niels; Yip, Paul Nonparametric inference for a partially observed compartmental process. (English) Zbl 0627.62043 Aust. J. Stat. 29, 143-150 (1987). MSC: 62G05 62M09 62P10 PDFBibTeX XMLCite \textit{N. Becker} and \textit{P. Yip}, Aust. J. Stat. 29, 143--150 (1987; Zbl 0627.62043) Full Text: DOI
Pötscher, B. M. Convergence results for maximum likelihood type estimators in multivariable ARMA models. (English) Zbl 0626.62089 J. Multivariate Anal. 21, 29-52 (1987). Reviewer: E.J.Hannan MSC: 62M10 60F15 62M09 62M15 PDFBibTeX XMLCite \textit{B. M. Pötscher}, J. Multivariate Anal. 21, 29--52 (1987; Zbl 0626.62089) Full Text: DOI
Prakasa Rao, B. L. S. Minimax linear estimation of the trend parameter in random fields. (English) Zbl 0626.62086 Stat. Decis. 5, No. 1-4, 263-269 (1987). Reviewer: X.Guyon MSC: 62M09 62M99 62C20 62J05 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stat. Decis. 5, No. 1--4, 263--269 (1987; Zbl 0626.62086)
Basawa, I. V. Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes. (English) Zbl 0625.62084 Ann. Stat. 15, 46-58 (1987). Reviewer: H.Salehi MSC: 62M20 62E20 62M07 62M09 PDFBibTeX XMLCite \textit{I. V. Basawa}, Ann. Stat. 15, 46--58 (1987; Zbl 0625.62084) Full Text: DOI
Shimizu, Kunio; Iwase, Kōsei Unbiased estimation of the autocovariance function in a stationary generalized lognormal process. (English) Zbl 0625.62070 Commun. Stat., Theory Methods 16, 2145-2154 (1987). MSC: 62M09 PDFBibTeX XMLCite \textit{K. Shimizu} and \textit{K. Iwase}, Commun. Stat., Theory Methods 16, 2145--2154 (1987; Zbl 0625.62070) Full Text: DOI
Gassiat, Élisabeth Déconvolution aveugle d’un processus sans moment d’ordre 2. (Blind deconvolution of a process with unbounded second order moment). (French) Zbl 0624.62083 C. R. Acad. Sci., Paris, Sér. I 305, 657-660 (1987). MSC: 62M10 62M09 PDFBibTeX XMLCite \textit{É. Gassiat}, C. R. Acad. Sci., Paris, Sér. I 305, 657--660 (1987; Zbl 0624.62083)
Masry, Elias; Györfi, László Strong consistency and rates for recursive probability density estimators of stationary processes. (English) Zbl 0619.62079 J. Multivariate Anal. 22, 79-93 (1987). Reviewer: St.Werner (RGãnßler MSC: 62M09 62G05 PDFBibTeX XMLCite \textit{E. Masry} and \textit{L. Györfi}, J. Multivariate Anal. 22, 79--93 (1987; Zbl 0619.62079) Full Text: DOI
Beder, Jay H. A sieve estimator for the mean of a Gaussian process. (English) Zbl 0619.62078 Ann. Stat. 15, 59-78 (1987). Reviewer: P.Révész MSC: 62M09 60G15 60G30 PDFBibTeX XMLCite \textit{J. H. Beder}, Ann. Stat. 15, 59--78 (1987; Zbl 0619.62078) Full Text: DOI
Belyaev, Yu. K.; Zamyatin, A. A. Multiplier estimation for the distribution function of particle life time in a Bellman-Harris process. (Russian) Zbl 0618.60081 Vestn. Mosk. Univ., Ser. I 1987, No. 2, 15-22 (1987). Reviewer: J.Tóth MSC: 60J80 62G05 62M09 PDFBibTeX XMLCite \textit{Yu. K. Belyaev} and \textit{A. A. Zamyatin}, Vestn. Mosk. Univ., Ser. I 1987, No. 2, 15--22 (1987; Zbl 0618.60081)
Tsirel’son, B. S. A geometric approach to maximum likelihood estimation for infinite- dimensional location. III. (English. Russian original) Zbl 0617.62091 Theory Probab. Appl. 31, 470-483 (1987); translation from Teor. Veroyatn. Primen. 31, No. 3, 537-549 (1986). Reviewer: Z.Piranashvili MSC: 62M09 62F99 62E10 PDFBibTeX XMLCite \textit{B. S. Tsirel'son}, Theory Probab. Appl. 31, 470--483 (1987; Zbl 0617.62091); translation from Teor. Veroyatn. Primen. 31, No. 3, 537--549 (1986) Full Text: DOI
Ramm, A. G. Analytic and numerical results in random fields estimation theory. (English) Zbl 0615.62114 C. R. Math. Acad. Sci., Soc. R. Can. 9, 69-74 (1987). MSC: 62M09 60G60 PDFBibTeX XMLCite \textit{A. G. Ramm}, C. R. Math. Acad. Sci., Soc. R. Can. 9, 69--74 (1987; Zbl 0615.62114)
Pons, Odile; de Turckheim, Élisabeth Modèle de Cox périodique: comportement asymptotique de deux estimateurs. (Cox’s periodic regression model: Asymptotic properties of two estimators). (French) Zbl 0615.62113 C. R. Acad. Sci., Paris, Sér. I 304, 347-350 (1987). MSC: 62M09 PDFBibTeX XMLCite \textit{O. Pons} and \textit{É. de Turckheim}, C. R. Acad. Sci., Paris, Sér. I 304, 347--350 (1987; Zbl 0615.62113)
Konecny, Franz On the estimation of the stochastic intensity and the parameters of Neyman-Scott trigger processes. (English) Zbl 0615.62112 Statistics 18, 113-118 (1987). MSC: 62M09 62M99 60G55 93E10 PDFBibTeX XMLCite \textit{F. Konecny}, Statistics 18, 113--118 (1987; Zbl 0615.62112) Full Text: DOI
Liese, F. Estimates of Hellinger integrals of discrete time stochastic processes. (English) Zbl 0615.62111 Goodness-of-fit, Debrecen/Hung. 1984, Colloq. Math. Soc. János Bolyai 45, 355-368 (1987). MSC: 62M07 62M09 60F99 PDFBibTeX XML
Taniguchi, Masanobu Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes. (English) Zbl 0612.62119 J. Multivariate Anal. 21, 1-28 (1987). Reviewer: E.J.Hannan MSC: 62M09 62M15 62F12 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Multivariate Anal. 21, 1--28 (1987; Zbl 0612.62119) Full Text: DOI
Kreiss, Jens-Peter On adaptive estimation in autoregressive models when there are nuisance functions. (English) Zbl 0609.62123 Stat. Decis. 5, No. 1-4, 59-76 (1987). Reviewer: R.Schlittgen MSC: 62M10 62M09 62F35 62F12 PDFBibTeX XMLCite \textit{J.-P. Kreiss}, Stat. Decis. 5, No. 1--4, 59--76 (1987; Zbl 0609.62123)
Beltrão, Kaizô I.; Bloomfield, Peter Determining the bandwidth of a kernel spectrum estimate. (English) Zbl 0608.62118 J. Time Ser. Anal. 8, 21-38 (1987). Reviewer: D.Galea MSC: 62M15 62M09 60G15 PDFBibTeX XMLCite \textit{K. I. Beltrão} and \textit{P. Bloomfield}, J. Time Ser. Anal. 8, 21--38 (1987; Zbl 0608.62118) Full Text: DOI
Porat, Boaz Some asymptotic properties of the sample covariances of Gaussian autoregressive moving-average processes. (English) Zbl 0607.62107 J. Time Ser. Anal. 8, 205-220 (1987). MSC: 62M10 62M09 PDFBibTeX XMLCite \textit{B. Porat}, J. Time Ser. Anal. 8, 205--220 (1987; Zbl 0607.62107) Full Text: DOI
Brockwell, Peter J.; Davis, Richard A. Time series: theory and methods. (English) Zbl 0604.62083 Springer Series in Statistics. New York etc.: Springer-Verlag. XIV, 519 p. DM 120.00 (1987). Reviewer: P.A.Morettin MSC: 62M10 62-02 62M15 62M20 62M09 PDFBibTeX XML Full Text: DOI