Pages that link to "Item:Q1084821"
From MaRDI portal
The following pages link to Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series (Q1084821):
Displaying 50 items.
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- Semiparametric estimation of the long-range parameter (Q1880991) (← links)
- On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
- On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
- Testing for structural change in a long-memory environment (Q1906291) (← links)
- A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← 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)
- Averaged periodogram estimation of long memory (Q1922368) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- A regularised estimator for long-range dependent processes (Q1941250) (← links)
- Exact confidence intervals for the Hurst parameter of a fractional Brownian motion (Q1951985) (← links)
- Estimation of the dependence parameter in linear regression with long-range-dependent errors (Q1965876) (← links)
- An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479) (← links)
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← 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 analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models (Q2140429) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- Spatial long memory (Q2195534) (← 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)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Adjusted empirical likelihood for long-memory time-series models (Q2323270) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
