Majid, Abdul; Aslam, Muhammad; Altaf, Saima; Amanullah, Muhammad Addressing the distributed lag models with heteroscedastic errors. (English) Zbl 07553344 Commun. Stat., Simulation Comput. 50, No. 12, 4464-4482 (2021). MSC: 62J05 62J99 PDF BibTeX XML Cite \textit{A. Majid} et al., Commun. Stat., Simulation Comput. 50, No. 12, 4464--4482 (2021; Zbl 07553344) Full Text: DOI OpenURL
Özbay, Nimet; Toker, Selma Efficiency of Mansson’s method: some numerical findings about the role of biasing parameter in the estimation of distributed lag model. (English) Zbl 07552800 Commun. Stat., Simulation Comput. 49, No. 9, 2333-2346 (2020). MSC: 62J05 62J07 62H12 62P20 PDF BibTeX XML Cite \textit{N. Özbay} and \textit{S. Toker}, Commun. Stat., Simulation Comput. 49, No. 9, 2333--2346 (2020; Zbl 07552800) Full Text: DOI OpenURL
Majid, Abdul; Aslam, Muhammad; Altaf, Saima Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence. (English) Zbl 1426.62203 Cogent Math. Stat. 5, Article ID 1538596, 12 p. (2018). MSC: 62J05 62J07 62P20 65C05 PDF BibTeX XML Cite \textit{A. Majid} et al., Cogent Math. Stat. 5, Article ID 1538596, 12 p. (2018; Zbl 1426.62203) Full Text: DOI OpenURL
Özbay, Nimet; Kaçıranlar, Selahattin The Almon two parameter estimator for the distributed lag models. (English) Zbl 07191974 J. Stat. Comput. Simulation 87, No. 4, 834-843 (2017). MSC: 62-XX PDF BibTeX XML Cite \textit{N. Özbay} and \textit{S. Kaçıranlar}, J. Stat. Comput. Simulation 87, No. 4, 834--843 (2017; Zbl 07191974) Full Text: DOI OpenURL
Güler, Hüseyin; Gültay, Berrin; Kaçiranlar, Selahattin Comparisons of the alternative biased estimators for the distributed lag models. (English) Zbl 1384.62226 Commun. Stat., Simulation Comput. 46, No. 4, 3306-3318 (2017). MSC: 62J05 62J07 62P20 PDF BibTeX XML Cite \textit{H. Güler} et al., Commun. Stat., Simulation Comput. 46, No. 4, 3306--3318 (2017; Zbl 1384.62226) Full Text: DOI OpenURL
Bücher, Axel; Kojadinovic, Ivan A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. (English) Zbl 1388.62123 Bernoulli 22, No. 2, 927-968 (2016). MSC: 62G09 62G05 60F05 62G10 62G20 PDF BibTeX XML Cite \textit{A. Bücher} and \textit{I. Kojadinovic}, Bernoulli 22, No. 2, 927--968 (2016; Zbl 1388.62123) Full Text: DOI arXiv Euclid OpenURL
Bücher, Axel; Kojadinovic, Ivan Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications. (English) Zbl 1383.62126 J. Stat. Plann. Inference 170, 83-105 (2016). MSC: 62G09 62G10 62G20 PDF BibTeX XML Cite \textit{A. Bücher} and \textit{I. Kojadinovic}, J. Stat. Plann. Inference 170, 83--105 (2016; Zbl 1383.62126) Full Text: DOI arXiv OpenURL
Gültay, Berrin; Kaçıranla, Selahattin Mean square error comparisons of the alternative estimators for the distributed lag models. (English) Zbl 1348.62196 Hacet. J. Math. Stat. 44, No. 5, 1215-1233 (2015). MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{B. Gültay} and \textit{S. Kaçıranla}, Hacet. J. Math. Stat. 44, No. 5, 1215--1233 (2015; Zbl 1348.62196) Full Text: DOI OpenURL
Alsayed, Hamad; McGroarty, Frank Ultra-high-frequency algorithmic arbitrage across international index futures. (English) Zbl 1397.62500 J. Forecast. 33, No. 6, 391-408 (2014). MSC: 62P05 PDF BibTeX XML Cite \textit{H. Alsayed} and \textit{F. McGroarty}, J. Forecast. 33, No. 6, 391--408 (2014; Zbl 1397.62500) Full Text: DOI OpenURL
Fasen, V. Statistical inference of spectral estimation for continuous-time MA processes with finite second moments. (English) Zbl 1283.62191 Math. Methods Stat. 22, No. 4, 283-309 (2013). MSC: 62M15 62F12 62G07 62G20 PDF BibTeX XML Cite \textit{V. Fasen}, Math. Methods Stat. 22, No. 4, 283--309 (2013; Zbl 1283.62191) Full Text: DOI OpenURL
Hoffmann, M.; Rosenbaum, M.; Yoshida, N. Estimation of the lead-lag parameter from non-synchronous data. (English) Zbl 1456.62248 Bernoulli 19, No. 2, 426-461 (2013). MSC: 62P05 60F05 60G44 62M09 91G80 PDF BibTeX XML Cite \textit{M. Hoffmann} et al., Bernoulli 19, No. 2, 426--461 (2013; Zbl 1456.62248) Full Text: DOI arXiv Euclid OpenURL
Çabuk, H. Altan; Akdeniz, Fikri An application of generalized maximum entropy and some biased estimation methods for the Almon distributed lag model: bootstrap efficiency. (English) Zbl 1348.62190 Adv. Appl. Stat. 31, No. 2, 103-124 (2012). MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{H. A. Çabuk} and \textit{F. Akdeniz}, Adv. Appl. Stat. 31, No. 2, 103--124 (2012; Zbl 1348.62190) Full Text: Link OpenURL
Shao, Xiaofeng The dependent wild bootstrap. (English) Zbl 1397.62121 J. Am. Stat. Assoc. 105, No. 489, 218-235 (2010). MSC: 62F40 62M10 PDF BibTeX XML Cite \textit{X. Shao}, J. Am. Stat. Assoc. 105, No. 489, 218--235 (2010; Zbl 1397.62121) Full Text: DOI OpenURL
Shao, Xiaofeng Extended tapered block bootstrap. (English) Zbl 1187.62082 Stat. Sin. 20, No. 2, 807-821 (2010). MSC: 62G09 62M10 65C60 PDF BibTeX XML Cite \textit{X. Shao}, Stat. Sin. 20, No. 2, 807--821 (2010; Zbl 1187.62082) Full Text: Link OpenURL
Mukherjee, K.; Shumway, R. H.; Verosub, K. L. On the alignment of multiple time series fragments. (English) Zbl 1132.62070 Biometrika 94, No. 2, 347-358 (2007). MSC: 62M10 62P12 62F12 86A10 PDF BibTeX XML Cite \textit{K. Mukherjee} et al., Biometrika 94, No. 2, 347--358 (2007; Zbl 1132.62070) Full Text: DOI Link OpenURL
Shao, Xiaofeng; Wu, Wei Biao Asymptotic spectral theory for nonlinear time series. (English) Zbl 1147.62076 Ann. Stat. 35, No. 4, 1773-1801 (2007). MSC: 62M15 62E20 62M10 PDF BibTeX XML Cite \textit{X. Shao} and \textit{W. B. Wu}, Ann. Stat. 35, No. 4, 1773--1801 (2007; Zbl 1147.62076) Full Text: DOI arXiv OpenURL
Luo, Xiaolong; Turnbull, Bruce W.; Clark, Larry C. Likelihood ratio tests for a changepoint with survival data. (English) Zbl 0888.62016 Biometrika 84, No. 3, 555-565 (1997). MSC: 62F03 62P10 62E20 PDF BibTeX XML Cite \textit{X. Luo} et al., Biometrika 84, No. 3, 555--565 (1997; Zbl 0888.62016) Full Text: DOI Link Link OpenURL
Bühlmann, Peter Locally adaptive lag-window spectral estimation. (English) Zbl 0854.62087 J. Time Ser. Anal. 17, No. 3, 247-270 (1996). MSC: 62M15 62G07 PDF BibTeX XML Cite \textit{P. Bühlmann}, J. Time Ser. Anal. 17, No. 3, 247--270 (1996; Zbl 0854.62087) Full Text: DOI OpenURL
Politis, Dimitris N.; Romano, Joseph P. On flat-top kernel spectral density estimators for homogeneous random fields. (English) Zbl 0847.62080 J. Stat. Plann. Inference 51, No. 1, 41-53 (1996). MSC: 62M40 62G05 62M15 PDF BibTeX XML Cite \textit{D. N. Politis} and \textit{J. P. Romano}, J. Stat. Plann. Inference 51, No. 1, 41--53 (1996; Zbl 0847.62080) Full Text: DOI OpenURL
Lee, Gen-kwo; Gelfand, Saul B.; Fitz, Michael P. Bayesian techniques for blind deconvolution. (English) Zbl 0870.93046 IEEE Trans. Commun. 44, No. 7, 826-835 (1996). Reviewer: D.Jarušková (Praha) MSC: 93E11 93C62 PDF BibTeX XML Cite \textit{G.-k. Lee} et al., IEEE Trans. Commun. 44, No. 7, 826--835 (1996; Zbl 0870.93046) Full Text: DOI OpenURL
Politis, Dimitris N.; Romano, Joseph P. Bias-corrected nonparametric spectral estimation. (English) Zbl 0811.62088 J. Time Ser. Anal. 16, No. 1, 67-103 (1995). MSC: 62M15 62G05 62G20 62M10 PDF BibTeX XML Cite \textit{D. N. Politis} and \textit{J. P. Romano}, J. Time Ser. Anal. 16, No. 1, 67--103 (1995; Zbl 0811.62088) Full Text: DOI OpenURL
Andrews, Donald W. K. Heteroskedasticity and autocorrelation consistent covariance matrix estimation. (English) Zbl 0732.62052 Econometrica 59, No. 3, 817-858 (1991). Reviewer: B.L.S.Prakasa Rao (New Delhi) MSC: 62H12 62F05 PDF BibTeX XML Cite \textit{D. W. K. Andrews}, Econometrica 59, No. 3, 817--858 (1991; Zbl 0732.62052) Full Text: DOI OpenURL
Thurman, S. S.; Swamy, P. A. V. B.; Mehta, J. S. An examination of distributed lag model coefficients estimated with smoothness priors. (English) Zbl 0654.62055 Commun. Stat., Theory Methods 15, 1723-1749 (1986). MSC: 62J07 62H12 PDF BibTeX XML Cite \textit{S. S. Thurman} et al., Commun. Stat., Theory Methods 15, 1723--1749 (1986; Zbl 0654.62055) Full Text: DOI OpenURL
Hoque, Asraul; Peters, Tom A. Finite sample analysis of the ARMAX models. (English) Zbl 0623.62109 Sankhyā, Ser. B 48, No. 1-2, 266-283 (1986). MSC: 62P20 62M10 62H12 PDF BibTeX XML Cite \textit{A. Hoque} and \textit{T. A. Peters}, Sankhyā, Ser. B 48, No. 1--2, 266--283 (1986; Zbl 0623.62109) OpenURL
Saikkonen, Pentti Comparing asymptotic properties of some tests used in the specification of time series models. (English) Zbl 0633.62087 Faculty of Social Science of the University of Helsinki. 55 p. (1985). Reviewer: I.G.Zhurbenko MSC: 62M10 62E20 62F05 62F12 PDF BibTeX XML OpenURL
Palm, F. C.; Vogelvang, E.; Kodde, D. A. Efficient estimation of the geometric distributed lag model: Some Monte Carlo results on small sample properties. (English) Zbl 0581.62095 Int. Econ. Rev. 25, 579-601 (1984). MSC: 62P20 65C05 62F10 PDF BibTeX XML Cite \textit{F. C. Palm} et al., Int. Econ. Rev. 25, 579--601 (1984; Zbl 0581.62095) Full Text: DOI Link OpenURL
Omatu, Sigeru; Ohe, Syunichiro; Soeda, Takasi Fixed-lag smoothing estimator for a linear distributed parameter system. (English) Zbl 0431.93032 Inf. Control 44, 1-15 (1980). MSC: 93C20 93C05 93E11 93E14 93E25 PDF BibTeX XML Cite \textit{S. Omatu} et al., Inf. Control 44, 1--15 (1980; Zbl 0431.93032) Full Text: DOI OpenURL
Pagan, Adrian Rational and polynomial lags. The finite connection. (English) Zbl 0401.62085 J. Econom. 8, 247-254 (1978). MSC: 62P20 PDF BibTeX XML Cite \textit{A. Pagan}, J. Econom. 8, 247--254 (1978; Zbl 0401.62085) Full Text: DOI OpenURL