The following pages link to longmemo (Q23163):
Displaying 50 items.
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\) (Q1014844) (← links)
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- An example of a misclassification problem applied to Australian equity data (Q1019997) (← links)
- Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes (Q1020087) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- Two approximation methods to synthesize the power spectrum of fractional Gaussian noise (Q1020907) (← links)
- Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005) (← links)
- Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (Q1022308) (← links)
- Detection of variations of local irregularity of traffic under DDOS flood attack (Q1023231) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Memory parameter estimation for long range dependent random fields (Q1036745) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- On properties of the second order generalized autoregressive GAR(2) model with index (Q1037798) (← links)
- Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
- Estimation of the regression operator from functional fixed-design with correlated errors (Q1049550) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion (Q1265972) (← links)
- On the large increments of fractional Brownian motion (Q1273005) (← links)
- Long range dependence of point processes, with queueing examples (Q1275964) (← links)
- Bilinear stochastic systems with fractional Brownian motion input (Q1296586) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Self-affine time series: Measures of weak and strong persistence. (Q1304360) (← links)
- An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns (Q1304362) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- Parameter identification for singular random fields arising in Burgers' turbulence (Q1304370) (← links)
- Convergence of normalized quadratic forms (Q1304371) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Abel-Tauber theorems for Fourier-Stieltjes coefficients (Q1364761) (← links)
- The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
- On the asymptotic mean integrated squared error of a kernel density estimator for dependent data (Q1380630) (← links)
- Limit theorems for functionals of moving averages (Q1381563) (← links)
- The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- Modeling autocorrelation functions of self-similar teletraffic in communication networks based on optimal approximation in Hilbert space (Q1401066) (← links)
- Nonparametric M-estimation with long-memory errors (Q1410279) (← links)
- Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. (Q1424465) (← links)
- On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors. (Q1427872) (← links)
- A correlation-based computational model for synthesizing long-range dependent data. (Q1428211) (← links)
- Asymptotic inference for LSE in multivariate continuous regression models with long-memory random fields. (Q1428417) (← links)
- Limits of on/off hierarchical product models for data transmission (Q1429108) (← links)
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere (Q1433796) (← links)
- Fractal dimensional analysis of Indian climatic dynamics (Q1433852) (← links)
- Large data series: modeling the usual to identify the unusual. (Q1566632) (← links)
- On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields (Q1573636) (← links)
