Pages that link to "Item:Q1922366"
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The following pages link to Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366):
Displaying 25 items.
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- Asymptotic normality of the mixture density estimator in a disaggregation scheme (Q3569212) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (Q3616257) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)
- On the power of durbin-watson statistic against fractionally integrated processes (Q4224731) (← links)
- Indirect inference for fractional time series models (Q4374348) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- Asymptotics of the sample mean and sample covariance of long-range-dependent series (Q4822475) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments (Q5346580) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY (Q5389962) (← links)
- Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)
- The polynomial aggregated AR(1) model* (Q5469921) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
- A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
- Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)
- Scaling limits of directed polymers in spatial-correlated environment (Q6165200) (← links)
- On the asymptotic distribution of sample autocovariance differences of long-memory processes (Q6178483) (← links)
- Spurious multivariate regressions under fractionally integrated processes (Q6587708) (← links)
- Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization (Q6621328) (← links)
