The following pages link to longmemo (Q23163):
Displaying 50 items.
- Recurrence statistics for anomalous diffusion regime change detection (Q1796971) (← links)
- LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← links)
- State space modeling of long-memory processes (Q1807089) (← links)
- Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion (Q1809001) (← links)
- Note on bandwidth selection in testing for long range dependence. (Q1853704) (← links)
- Influence of long memory on the asymptotic behaviour of functional estimators (Q1854704) (← links)
- Generalized entropy approach to stable Lévy distributions with financial application (Q1855539) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- Compactly supported correlation functions (Q1861401) (← links)
- A study of the fractal character in electronic noise processes (Q1862353) (← links)
- The spectra and periodograms of anti-correlated discrete fractional Gaussian noise (Q1866928) (← links)
- Ruin problem and how fast stochastic processes mix (Q1872353) (← links)
- Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes. (Q1872355) (← links)
- Long strange segments of a stochastic process. (Q1872448) (← links)
- Distributional limit theorems over a stationary Gaussian sequence of random vectors. (Q1877507) (← links)
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. (Q1879832) (← links)
- On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
- Martingale approximations for sums of stationary processes. (Q1879842) (← links)
- On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
- Long strange segments in a long-range-dependent moving average. (Q1888751) (← links)
- The scaling function-based estimator of long memory in the presence of a short-term component (Q1927528) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance (Q1929686) (← links)
- Inference of seasonal long-memory aggregate time series (Q1932238) (← links)
- Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (Q1934059) (← links)
- On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279) (← links)
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
- Wavelet deconvolution in a periodic setting with long-range dependent errors (Q1937198) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- Goodness-of-fit tests for long memory moving average marginal density (Q1938500) (← links)
- Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
- A regularised estimator for long-range dependent processes (Q1941250) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323) (← links)
- Exact confidence intervals for the Hurst parameter of a fractional Brownian motion (Q1951985) (← links)
- Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
- Statistical analysis and modeling of Internet VoIP traffic for network engineering (Q1952044) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- Abstract description of Internet traffic of generalized Cauchy type (Q1955234) (← links)
- Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida (Q1955261) (← links)
- A model to partly but reliably distinguish DDOS flood traffic from aggregated one (Q1955286) (← links)
- Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies (Q1955297) (← links)
- Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. (Q1960347) (← links)
- A comparsion of estimators for \(1/f\) noise (Q1963779) (← links)
- A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\) (Q1974074) (← links)
- An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479) (← links)
- From infinite urn schemes to self-similar stable processes (Q1986033) (← links)
- A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging (Q1986101) (← links)
- A family of random sup-measures with long-range dependence (Q1994515) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
