Pages that link to "Item:Q1304352"
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The following pages link to Alternative forms of fractional Brownian motion (Q1304352):
Displaying 45 items.
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- Local Whittle estimation of fractional integration for nonlinear processes (Q2886971) (← links)
- DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
- Long Memory in Integrated and Realized Variance (Q2930712) (← links)
- Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
- A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Representation Formulae for the Fractional Brownian Motion (Q3086791) (← links)
- Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION (Q3632378) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499) (← links)
- Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
- Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- Harmonically Weighted Processes (Q5111777) (← links)
- On Singular Spectrum Analysis And Stepwise Time Series Reconstruction (Q5111778) (← links)
- Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model (Q5139245) (← links)
- A FAST FRACTIONAL DIFFERENCE ALGORITHM (Q5176849) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
- Spurious Regressions in Time Series with Long Memory (Q5259097) (← links)
- Fractional Invariance Principle (Q5467613) (← links)
- A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS (Q5696356) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- Testing for a rational bubble under long memory (Q5745639) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)
- Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
- Representation of random variables as Lebesgue integrals (Q6565305) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)
- On the Wiener chaos expansion of the signature of a Gaussian process (Q6582359) (← links)
- Bootstrapping non-stationary and irregular time series using singular spectral analysis (Q6655922) (← links)
- Taylor's law from Gaussian diffusions (Q6670405) (← links)
