The following pages link to longmemo (Q23163):
Displaying 50 items.
- Visibility graph analysis for re-sampled time series from auto-regressive stochastic processes (Q2004821) (← links)
- Fractal approach towards power-law coherency to measure cross-correlations between time series (Q2007377) (← links)
- Properties and distribution of the dynamical functional for the fractional Gaussian noise (Q2009542) (← links)
- The difference of symmetric quantiles under long range dependence (Q2018635) (← links)
- Fractional nonlinear dynamics of learning with memory (Q2022807) (← links)
- Forecasting volatility in bitcoin market (Q2022929) (← links)
- Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
- Reduction principle for functionals of strong-weak dependent vector random fields (Q2032341) (← links)
- Random discretization of stationary continuous time processes (Q2036302) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
- Tsallis conditional mutual information in investigating long range correlation in symbol sequences (Q2067092) (← links)
- Modeling temporally uncorrelated components of complex-valued stationary processes (Q2068984) (← links)
- Moment-based estimation for parameters of general inverse subordinator (Q2069194) (← links)
- Generalized fractional Gaussian noise and its application to traffic modeling (Q2070254) (← links)
- A modified multifractal detrended fluctuation analysis (MFDFA) approach for multifractal analysis of precipitation (Q2072302) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes (Q2076159) (← links)
- Note on asymptotic behavior of spatial sign autocovariance matrices (Q2107577) (← links)
- Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
- Nonlocal statistical mechanics: general fractional Liouville equations and their solutions (Q2111655) (← links)
- How does tempering affect the local and global properties of fractional Brownian motion? (Q2116488) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Parameter-free quantification of stochastic and chaotic signals (Q2120368) (← links)
- On nonparametric regression for bivariate circular long-memory time series (Q2122802) (← links)
- Persistence in complex systems (Q2127430) (← links)
- Multi-fractional generalized Cauchy process and its application to teletraffic (Q2136787) (← links)
- Contrasting stochasticity with chaos in a permutation Lempel-Ziv complexity -- Shannon entropy plane (Q2139332) (← links)
- Fractional econophysics: market price dynamics with memory effects (Q2141455) (← links)
- Limit theorems for linear random fields with innovations in the domain of attraction of a stable law (Q2145788) (← links)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Variance change point detection for fractional Brownian motion based on the likelihood ratio test (Q2150008) (← links)
- Modeling of water usage by means of ARFIMA-GARCH processes (Q2151783) (← links)
- Quantum systems for Monte Carlo methods and applications to fractional stochastic processes (Q2163670) (← links)
- Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process (Q2173213) (← 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)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- Asymptotics of estimators for nonparametric multivariate regression models with long memory (Q2181556) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
- Reduction principle for functionals of vector random fields (Q2195948) (← links)
- Cagan model of inflation with power-law memory effects (Q2196271) (← links)
- Limit theorems in the context of multivariate long-range dependence (Q2196372) (← links)
- A functional non-central limit theorem for multiple-stable processes with long-range dependence (Q2196387) (← links)
- Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (Q2197373) (← links)
- Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models (Q2197602) (← links)
- A combined measure to differentiate EEG signals using fractal dimension and MFDFA-Hurst (Q2204434) (← links)
- Concept of dynamic memory in economics (Q2204903) (← links)
