The following pages link to longmemo (Q23163):
Displaying 50 items.
- Fuzzy clustering of time series with time-varying memory (Q2677857) (← links)
- Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Delta-hedging in fractional volatility models (Q2694770) (← links)
- Computation of Spatial Gini Coefficients (Q2807600) (← links)
- The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes (Q2807623) (← links)
- A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
- Change-point detection with rank statistics in long-memory time-series models (Q2810355) (← links)
- Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion (Q2816877) (← links)
- The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds (Q2818771) (← links)
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
- Asymmetric Group Sequential Designs under Fractional Brownian Motion (Q2839077) (← links)
- Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
- Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes (Q2852487) (← links)
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series (Q2863050) (← links)
- How efficiency shapes market impact (Q2871427) (← links)
- Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
- Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (Q2890087) (← links)
- Using randomization to improve performance of a variance estimator of strongly dependent errors (Q2913196) (← links)
- Empirical likelihood in long-memory time series models (Q2930886) (← links)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
- The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (Q2956056) (← links)
- Cultural Epigenetics: On the Heritability of Complex Diseases (Q3003508) (← links)
- A Long-Range Dependent Model for Network Traffic with Flow-Scale Correlations (Q3006677) (← links)
- Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
- Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors (Q3017837) (← links)
- LONG MEMORY STOCHASTIC VOLATILITY IN OPTION PRICING (Q3023923) (← links)
- Robust Clustering Using Exponential Power Mixtures (Q3076037) (← links)
- Wavelet change-point estimation for long memory non-parametric random design models (Q3077679) (← links)
- Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion (Q3081439) (← links)
- On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields (Q3085576) (← links)
- Exact Smoothing in Hidden Conditionally Markov Switching Linear Models (Q3098920) (← links)
- BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
- Repeated Confidence Intervals Under Fractional Brownian Motion in Long-Term Clinical Trials (Q3102867) (← links)
- Maximum-likelihood estimators and random walks in long memory models (Q3106392) (← links)
- Consistency of quantile estimators in regression models with long-range dependent noise (Q3114554) (← links)
- Weak convergence of weighted additive functionals of long-range dependent fields (Q3120611) (← links)
- (Q3143833) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- The stochastic growth equation: the growth of funds (Q3151932) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
- Sieve bootstrap prediction intervals (Q3297935) (← links)
- Evaluating the GPH Estimator via Bootstrap Technique (Q3298704) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (Q3298819) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- A novel Bayesian approach to estimate long memory parameter (Q3390609) (← links)
