Estimation of inverse autocovariance matrices for long memory processes

17 March 2016

Papers citing "Estimation of inverse autocovariance matrices for long memory processes"

4 / 4 papers shown

Title
Local approximations of inverse block Toeplitz matrices and Baxter-type theorems for long-memory processes A. Inoue Junho Yang 36 0 0 02 Apr 2023
Asymptotic normality of the time-domain generalized least squares estimator for linear regression models Hien Nguyen 20 0 0 09 Feb 2019
Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes A. Inoue Yukio Kasahara Mohsen Pourahmadi 90 15 0 10 Jul 2015
Toward optimal model averaging in regression models with time series errors T. Cheng C. Ing Shu-Hui Yu MoMe 69 46 0 22 Mar 2015