Nagahata, Hideaki; Taniguchi, Masanobu Analysis of variance for multivariate time series. (English) Zbl 1416.62516 Metron 76, No. 1, 69-82 (2018). MSC: 62M10 62J10 62H12 PDFBibTeX XMLCite \textit{H. Nagahata} and \textit{M. Taniguchi}, Metron 76, No. 1, 69--82 (2018; Zbl 1416.62516) Full Text: DOI
Naito, Tomohito; Asai, Kohei; Amano, Tomoyuki; Taniguchi, Masanobu Local Whittle likelihood estimators and tests for non-Gaussian stationary processes. (English) Zbl 1209.62207 Stat. Inference Stoch. Process. 13, No. 3, 163-174 (2010). MSC: 62M15 62M09 62M07 62E20 62M10 PDFBibTeX XMLCite \textit{T. Naito} et al., Stat. Inference Stoch. Process. 13, No. 3, 163--174 (2010; Zbl 1209.62207) Full Text: DOI
Gabr, M. M.; Al-Ibrahim, A. H. Trispectrum deconvolution of linear processes with randomly missing observations. (English) Zbl 1015.93024 Int. J. Syst. Sci. 33, No. 8, 643-648 (2002). Reviewer: Pedro A.Morettin (São Paulo) MSC: 93C05 94A12 PDFBibTeX XMLCite \textit{M. M. Gabr} and \textit{A. H. Al-Ibrahim}, Int. J. Syst. Sci. 33, No. 8, 643--648 (2002; Zbl 1015.93024) Full Text: DOI
Cheng, Qiansheng On time-reversibility of linear processes. (English) Zbl 0933.60034 Biometrika 86, No. 2, 483-486 (1999). MSC: 60G10 PDFBibTeX XMLCite \textit{Q. Cheng}, Biometrika 86, No. 2, 483--486 (1999; Zbl 0933.60034) Full Text: DOI Link
Di Paola, M.; Falsone, G. Higher order alongwind response statistics of linear SDOF structures including the quadratic term of the fluctuating wind velocity. (English) Zbl 0915.70016 Meccanica 33, No. 3, 279-290 (1998). MSC: 70L05 70J35 PDFBibTeX XMLCite \textit{M. Di Paola} and \textit{G. Falsone}, Meccanica 33, No. 3, 279--290 (1998; Zbl 0915.70016) Full Text: DOI
Taniguchi, Masanobu; Puri, Madan L.; Kondo, Masao Nonparametric approach for non-Gaussian vector stationary processes. (English) Zbl 0863.62042 J. Multivariate Anal. 56, No. 2, 259-283 (1996). MSC: 62G10 62M15 62G20 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., J. Multivariate Anal. 56, No. 2, 259--283 (1996; Zbl 0863.62042) Full Text: DOI
Li, Ta-Hsin Blind deconvolution of linear systems with multilevel nonstationary inputs. (English) Zbl 0828.62080 Ann. Stat. 23, No. 2, 690-704 (1995). MSC: 62M10 60G35 62B10 94A05 PDFBibTeX XMLCite \textit{T.-H. Li}, Ann. Stat. 23, No. 2, 690--704 (1995; Zbl 0828.62080) Full Text: DOI
Breidt, F. J.; Davis, R. A. Time-reversibility, identifiability and independence of innovations for stationary time series. (English) Zbl 0753.62058 J. Time Ser. Anal. 13, No. 5, 377-390 (1992). MSC: 62M10 62E10 PDFBibTeX XMLCite \textit{F. J. Breidt} and \textit{R. A. Davis}, J. Time Ser. Anal. 13, No. 5, 377--390 (1992; Zbl 0753.62058) Full Text: DOI
Kumon, Masayuki Identification of non-minimum phase transfer function using higher-order spectrum. (English) Zbl 0760.62087 Ann. Inst. Stat. Math. 44, No. 2, 239-260 (1992). MSC: 62M15 62M10 62M09 62F12 PDFBibTeX XMLCite \textit{M. Kumon}, Ann. Inst. Stat. Math. 44, No. 2, 239--260 (1992; Zbl 0760.62087) Full Text: DOI
Gassiat, Élisabeth Estimation semi-paramétrique d’un modèle autorégressif stationnaire multiindice non nécessairement causal. (Semi-parametric estimation of a stationary, multi-indexed, non necessarily causal autoregressive process). (French) Zbl 0719.62100 Ann. Inst. Henri Poincaré, Probab. Stat. 26, No. 1, 181-205 (1990). Reviewer: E.McKenzie (Glasgow) MSC: 62M10 62G07 62G20 86A15 62M09 93E12 62G35 PDFBibTeX XMLCite \textit{É. Gassiat}, Ann. Inst. Henri Poincaré, Probab. Stat. 26, No. 1, 181--205 (1990; Zbl 0719.62100) Full Text: Numdam EuDML
Lii, Keh-Shin; Rosenblatt, Murray Estimation and deconvolution when the transfer function has zeros. (English) Zbl 0668.62071 J. Theor. Probab. 1, No. 1, 93-113 (1988). Reviewer: E.Slud MSC: 62M99 62M10 93E10 PDFBibTeX XMLCite \textit{K.-S. Lii} and \textit{M. Rosenblatt}, J. Theor. Probab. 1, No. 1, 93--113 (1988; Zbl 0668.62071) Full Text: DOI
Robinson, P. M. Time series residuals with application to probability density estimation. (English) Zbl 0625.62071 J. Time Ser. Anal. 8, 329-344 (1987). Reviewer: J.Anděl MSC: 62M10 62F12 62G05 PDFBibTeX XMLCite \textit{P. M. Robinson}, J. Time Ser. Anal. 8, 329--344 (1987; Zbl 0625.62071) Full Text: DOI
Lii, K. S.; Rosenblatt, M. Estimation of a transfer function in a non-Gaussian context. (English) Zbl 0646.62077 Function estimates, Proc. Conf., Arcata/Calif. 1985, Contemp. Math. 59, 49-51 (1986). MSC: 62M15 62P99 86A15 74J25 74L05 PDFBibTeX XML
Kunitomo, Naoto; Yamamoto, Taku Properties of predictors in misspecified autoregressive time series models. (English) Zbl 0588.62171 J. Am. Stat. Assoc. 80, 941-950 (1985). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{N. Kunitomo} and \textit{T. Yamamoto}, J. Am. Stat. Assoc. 80, 941--950 (1985; Zbl 0588.62171) Full Text: DOI
Lii, Keh-Shin; Rosenblatt, Murray Non-Gaussian linear processes, phase and deconvolution. (English) Zbl 0563.62067 Statistical signal processing, Stat., Textbooks Monogr. 53, 51-58 (1984). Reviewer: J.Anděl MSC: 62M10 62M15 PDFBibTeX XML
Rosenblatt, M. Linear processes and bispectra. (English) Zbl 0423.60043 J. Appl. Probab. 17, 265-270 (1980). MSC: 60G35 60G25 62M05 93E11 62M10 PDFBibTeX XMLCite \textit{M. Rosenblatt}, J. Appl. Probab. 17, 265--270 (1980; Zbl 0423.60043) Full Text: DOI