Pages that link to "Item:Q916289"

The following pages link to Efficient parameter estimation for self-similar processes (Q916289):

Displaying 50 items.

• The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
• Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
• Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
• Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
• Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
• SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
• On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes (Q1613579) (← links)
• When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
• State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
• On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← links)
• Statistical inference for spatial statistics defined in the Fourier domain (Q1750275) (← links)
• Long memory versus structural breaks: an overview (Q1762969) (← links)
• The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration (Q1765007) (← links)
• Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
• The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
• Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
• State space modeling of long-memory processes (Q1807089) (← links)
• Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
• Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
• Semiparametric estimation of the long-range parameter (Q1880991) (← links)
• Parameter estimation of random fields with long-range dependence (Q1894051) (← links)
• On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
• A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
• Gaussian semiparametric estimation of long range dependence (Q1914263) (← links)
• A minimum distance estimator for long-memory processes (Q1915449) (← links)
• Semiparametric exploration of long memory in stock prices (Q1918155) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Long memory continuous time models (Q1922361) (← links)
• The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
• A regularised estimator for long-range dependent processes (Q1941250) (← links)
• Estimation of the dependence parameter in linear regression with long-range-dependent errors (Q1965876) (← links)
• On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
• On multivariate fractional random fields: tempering and operator-stable laws (Q1995730) (← links)
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
• Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations (Q2040939) (← links)
• Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
• Statistical estimation for stationary models with tapered data (Q2116627) (← links)
• Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
• Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
• Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
• Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
• Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
• A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
• Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (Q2197373) (← links)
• Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
• Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)