The following pages link to longmemo (Q23163):
Displaying 50 items.
- On the a.s. convergence of certain random series to a fractional random field in \(\mathcal D'(\mathbb R^{d})\) (Q2387328) (← links)
- The central limit theorem for a sequence of random processes with space-varying long memory (Q2393663) (← links)
- Historical survey: the chronicles of fractional calculus (Q2396328) (← links)
- Regression models with correlated errors based on functional random design (Q2398076) (← links)
- Remarks on limit theorems for reversible Markov processes and their applications (Q2407066) (← links)
- Recurrence plots of discrete-time Gaussian stochastic processes (Q2411745) (← links)
- On inference based on the one-sample sign statistic for long-range dependent data (Q2430249) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- Multichannel deconvolution with long-range dependence: a minimax study (Q2437859) (← links)
- From short to long memory: aggregation and estimation (Q2445699) (← links)
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale (Q2446405) (← links)
- Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
- Long memory and self-similar processes (Q2458948) (← links)
- Invariance of the first difference in ARFIMA models (Q2463656) (← links)
- Semiparametric estimation of spatial long-range dependence (Q2475780) (← links)
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
- Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
- AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
- Wavelet-based simulation of fractional Brownian motion revisited (Q2484415) (← links)
- On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
- Minimizing the effect of periodic and quasi-periodic trends in detrended fluctuation analysis (Q2488019) (← links)
- A note on quantile estimation for long-range dependent stochastic processes (Q2489826) (← links)
- Sample path large deviations for a family of long-range dependent traffic and associated queue length processes (Q2494540) (← links)
- Duration specificity in the long-range correlation of human serial interval production (Q2494918) (← links)
- Explicit representation of finite predictor coefficients and its applications (Q2497189) (← links)
- Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes (Q2499091) (← links)
- Fractional derivatives applied to phase-space reconstructions (Q2499385) (← links)
- On estimating the cumulant generating function of linear processes (Q2502138) (← links)
- On location estimation for LARCH processes (Q2507743) (← links)
- Accumulative prediction error and the selection of time series models (Q2507906) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- Kink estimation with correlated noise (Q2510642) (← links)
- Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) (← links)
- A piecewise polynomial trend against long range dependence (Q2515861) (← links)
- Implications of long tails in the distribution of mutant effects (Q2566698) (← links)
- Gaussian copulas in triplet, partially Markov chains (Q2566823) (← links)
- On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
- Local empirical spectral measure of multivariate processes with long range dependence. (Q2574622) (← links)
- Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach (Q2583519) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
- Fast computation and practical use of amplitudes at non-Fourier frequencies (Q2666997) (← links)
- Hurst exponent estimation of fractional surfaces for mammogram images analysis (Q2667717) (← links)
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
- Convergence of partial sum processes to stable processes with application for aggregation of branching processes (Q2673836) (← 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)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes (Q2677477) (← links)
