The following pages link to (Q3399435):
Displaying 50 items.
- A consistent estimator for skewness of partial sums of dependent data (Q2658002) (← 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)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise (Q2692946) (← links)
- Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
- Approximation of the first passage time distribution for the birth–death processes (Q3303375) (← links)
- Long memory random fields (Q3416891) (← links)
- Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics (Q3416895) (← links)
- STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (Q4554600) (← links)
- <i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- Lamperti-Type Theorems for Random Fields (Q4618065) (← links)
- Kernel partial least squares for stationary data (Q4637047) (← links)
- (Q4939938) (← links)
- On fixed gain recursive estimators with discontinuity in the parameters (Q4967798) (← links)
- Trading Fractional Brownian Motion (Q4971980) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- Long range dependence for stable random processes (Q4997693) (← links)
- LIMIT THEOREMS FOR FACTOR MODELS (Q5012632) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model (Q5049923) (← links)
- LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (Q5051517) (← links)
- On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
- Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
- Convergence rates in the law of large numbers for END linear processes with random coefficients (Q5085558) (← links)
- Harmonically Weighted Processes (Q5111777) (← links)
- Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
- QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- Long range dependence of heavy-tailed random functions (Q5152512) (← links)
- Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods (Q5167891) (← links)
- A pivot function and its limiting distribution: applications in goodness of fit and testing hypothesis (Q5205855) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
- Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory (Q5226144) (← links)
- The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148) (← links)
- Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory (Q5283082) (← links)
- LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (Q5859570) (← links)
- Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages (Q5881049) (← links)
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (Q5965369) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data (Q6138630) (← links)
- Estimation on unevenly spaced time series (Q6176939) (← links)
- Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
- Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)
- Short communication: utility-based acceptability indices (Q6557365) (← links)
