The following pages link to longmemo (Q23163):
Displaying 50 items.
- Fractional and integer derivatives with continuously distributed lag (Q2207290) (← links)
- Self-organization with memory (Q2207359) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- On the empirical process of tempered moving averages (Q2216974) (← links)
- Nearest neighbors estimation for long memory functional data (Q2220297) (← links)
- CEV model equipped with the long-memory (Q2226287) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- Multifractal detrended fluctuation analysis: practical applications to financial time series (Q2228812) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← 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)
- Power spectrum of generalized fractional Gaussian noise (Q2248424) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- Convergence of superpositions of scaled renewal processes with a finite number of different distributions (Q2255655) (← links)
- Minimum distance lack-of-fit tests under long memory errors (Q2256084) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
- Fractional normal inverse Gaussian process (Q2276422) (← links)
- Operator-scaling Gaussian random fields via aggregation (Q2278670) (← links)
- Biases in the simulation and analysis of fractal processes (Q2283757) (← links)
- Degradation trend prediction for rotating machinery using long-range dependence and particle filter approach (Q2287470) (← links)
- Estimating stochastic volatility: the rough side to equity returns (Q2292049) (← links)
- Learning can generate long memory (Q2294508) (← links)
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes (Q2295017) (← links)
- Limit theorems for long-memory flows on Wiener chaos (Q2295041) (← links)
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
- Harrod-Domar growth model with memory and distributed lag (Q2306128) (← 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)
- Wavelet frequency domain approach for statistical modeling of rainfall time-series data (Q2324144) (← links)
- Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process (Q2324339) (← links)
- An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (Q2329801) (← links)
- Macroeconomic models with long dynamic memory: fractional calculus approach (Q2335775) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Multichannel deconvolution with long range dependence: upper bounds on the \(L^p\)-risk \((1 \leq p < \infty)\) (Q2343244) (← links)
- Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
- Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724) (← links)
- Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- Separable solutions for Markov processes in random environments (Q2355869) (← links)
- Statistical signatures of structural organization: the case of long memory in renewal processes (Q2358548) (← links)
- Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
- Testing long memory based on a discretely observed process (Q2362937) (← links)
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals (Q2362970) (← links)
- Moderate deviations for quadratic forms in Gaussian stationary processes (Q2372140) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
