Pages that link to "Item:Q916289"

The following pages link to Efficient parameter estimation for self-similar processes (Q916289):

Displaying 50 items.

• 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)
• Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
• Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
• Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
• Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations (Q2346196) (← links)
• Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
• A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
• Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
• Monotone spectral density estimation (Q2429936) (← links)
• Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (Q2448712) (← links)
• Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
• Parameter estimation of selfsimilarity exponents (Q2482610) (← links)
• On the Whittle estimators for some classes of continuous-parameter random processes and fields (Q2493798) (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
• The empirical process for bivariate sequences with long memory (Q2573222) (← links)
• Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
• Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
• A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate (Q2638684) (← links)
• Prediction of long memory processes on same-realisation (Q2655052) (← links)
• On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
• Moment estimator for an AR(1) model driven by a long memory Gaussian noise (Q2676893) (← links)
• On the estimation of short memory components in long memory time series models (Q2691673) (← links)
• Estimation of long memory in volatility using wavelets (Q2691712) (← links)
• Prediction intervals for farima processes by bootstrap methods (Q2708090) (← links)
• Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
• Empirical likelihood in long-memory time series models (Q2930886) (← links)
• Edgeworth Expansion for Linear Regression Processes with Long-Memory Errors (Q3007817) (← links)
• Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
• MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES (Q3022070) (← links)
• A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
• The S-estimator in the change-point random model with long memory (Q3143500) (← links)
• Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
• Preliminary estimation of ARFIMA models (Q3297948) (← links)
• VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
• Impact of the periodicity and trend on the FD parameter estimation (Q3432731) (← links)
• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241) (← links)
• A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
• The exact discrete model of a system of linear stochastic differential equations driven by fractional noise (Q3552862) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
• Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques (Q3591878) (← links)
• A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
• Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
• A multivariate long-memory model with structural breaks (Q3638531) (← links)
• Statistical aspects of self-similar processes (Q3827437) (← links)
• Modelling long-term dependence in measurement errors of plutonium concentration (Q4012969) (← links)
• (Q4040511) (← links)
• Efficient estimation of functionals of the spectral density of stationary Gaussian fields (Q4256300) (← links)
• LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE (Q4299032) (← links)