The following pages link to longmemo (Q23163):
Displaying 50 items.
- Energy price risk management (Q1577084) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
- Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- A note on filtering for long memory processes (Q1600534) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Bispectral analysis of traffic in high-speed networks (Q1609088) (← links)
- Martingale transforms and Girsanov theorem for long-memory Gaussian processes (Q1612950) (← links)
- Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets (Q1614011) (← links)
- Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement (Q1618598) (← links)
- Investigation of the cumulative diminution process using the Fibonacci method and fractional calculus (Q1619032) (← links)
- Understanding the determinants of volatility clustering in terms of stationary Markovian processes (Q1619870) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Invariance axioms and functional form restrictions in structural models (Q1650279) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
- Investigation of cumulative growth process via Fibonacci method and fractional calculus (Q1664204) (← links)
- Correlation properties of (discrete) fractional Gaussian noise and fractional Brownian motion (Q1665793) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors (Q1709424) (← links)
- On von Kármán spectrum from a view of fractal (Q1714843) (← links)
- Efficiently implementing the maximum likelihood estimator for Hurst exponent (Q1718521) (← links)
- Asymptotic normality of the estimators for fractional Brownian motions with discrete data (Q1723870) (← links)
- Large deviations of time-averaged statistics for Gaussian processes (Q1726729) (← links)
- Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
- Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← links)
- Sensitivity of the Hermite rank (Q1730932) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Local polynomial estimation of regression operators from functional data with correlated errors (Q1733272) (← links)
- Productivity with fatigue and long memory: fractional calculus approach (Q1738682) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise (Q1759968) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Dempster-Shafer fusion in triplet partially Markov chains. (Q1763546) (← links)
- Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
- Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach (Q1790429) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
