Estimation of long-range dependence in gappy Gaussian time series (Q2302477): Difference between revisions

@@ Property / DOI @@
-.1007/s11222-019-09874-0
@@ Property / DOI: 10.1007/s11222-019-09874-0 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2936411794
@@ Property / OpenAlex ID: W2936411794 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q98189709
@@ Property / Wikidata QID: Q98189709 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet analysis of long-range-dependent traffic
@@ Property / cites work: Wavelet analysis of long-range-dependent traffic / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood identification of Gaussian autoregressive moving average models
+Normal rank
@@ Property / cites work @@
+Wavelet estimator of long-range dependent processes.
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5623169
@@ Property / cites work: Q5623169 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3947020
@@ Property / cites work: Q3947020 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes
+Normal rank
@@ Property / cites work @@
+Space‐time modelling of trends in temperature series
+Normal rank
@@ Property / cites work @@
+Asymptotic Decorrelation of Between-Scale Wavelet Coefficients
+Normal rank
@@ Property / cites work @@
+Wavelet-based parameter estimation for polynomial contaminated fractionally differenced processes
+Normal rank
@@ Property / cites work @@
+Q3816875
@@ Property / cites work: Q3816875 / rank @@
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Hurst effect
@@ Property / cites work: Tests for Hurst effect / rank @@
+Normal rank
@@ Property / cites work @@
+Q3313158
@@ Property / cites work: Q3313158 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Estimators of long-memory: Fourier versus wavelets
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend
+Normal rank
@@ Property / cites work @@
+An efficient taper for potentially overdifferenced long-memory time series
+Normal rank
@@ Property / cites work @@
+Regression and time series model selection in small samples
+Normal rank
@@ Property / cites work @@
+Spectrum estimation with missing observations
@@ Property / cites work: Spectrum estimation with missing observations / rank @@
+Normal rank
@@ Property / cites work @@
+A wavelet lifting approach to long-memory estimation
+Normal rank
@@ Property / cites work @@
+Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes
+Normal rank
@@ Property / cites work @@
+Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
+Normal rank
@@ Property / cites work @@
+Discrimination between monotonic trends and long-range dependence
+Normal rank
@@ Property / cites work @@
+Q3827437
@@ Property / cites work: Q3827437 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Wavelet variance analysis for gappy time series
@@ Property / cites work: Wavelet variance analysis for gappy time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4407607
@@ Property / cites work: Q4407607 / rank @@
+Normal rank
@@ Property / cites work @@
+CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
+Normal rank
@@ Property / cites work @@
+On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
+Normal rank
@@ Property / cites work @@
+A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Long‐Memory Time Series
@@ Property / cites work: Long‐Memory Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Q5509396
@@ Property / cites work: Q5509396 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet Variance Analysis for Random Fields on a Regular Lattice
+Normal rank
@@ Property / cites work @@
+Spectral Analysis for Physical Applications
@@ Property / cites work: Spectral Analysis for Physical Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Q4488348
@@ Property / cites work: Q4488348 / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric analysis of long-memory time series
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Locally stationary long memory estimation
@@ Property / cites work: Locally stationary long memory estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of wavelet estimators of the memory parameter for linear processes
+Normal rank
@@ Property / cites work @@
+Wavelet-based estimation of \(1/f\)-type signal parameters: confidence intervals using the boot\-strap.
+Normal rank
@@ Property / cites work @@
+Spectral Analysis with Randomly Missed Observations: The Binomial Case
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
@@ Property / cites work @@
+EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
+Normal rank
@@ Property / cites work @@
+A unified view of multitaper multivariate spectral estimation
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
+Normal rank
@@ Property / cites work @@
+Q3723544
@@ Property / cites work: Q3723544 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11222-019-09874-0
@@ Property / DOI: 10.1007/S11222-019-09874-0 / rank @@
+Normal rank
@@ Property / DBLP publication ID @@
+journals/sac/CraigmileM20
@@ Property / DBLP publication ID: journals/sac/CraigmileM20 / rank @@
+Normal rank