Pages that link to "Item:Q1084821"

The following pages link to Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series (Q1084821):

Displaying 50 items.

• Modelling long-term dependence in measurement errors of plutonium concentration (Q4012969) (← links)
• Time Domain Estimation of Long Range Dependence (Q4239549) (← links)
• ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034) (← links)
• Identification of fractional differencing autoregressive models^† (Q4337090) (← links)
• Fitting a fractional ARIMA model to time series data (Q4338565) (← links)
• Indirect inference for fractional time series models (Q4374348) (← links)
• The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter (Q4386471) (← links)
• A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (Q4406237) (← links)
• ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
• On the robustness of cointegration tests when series are fractionally intergrated (Q4463296) (← links)
• THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129) (← links)
• On the robustness of cointegration tests when series are fractionally intergrated (Q4485103) (← links)
• DIFFERENTIAL GEOMETRY OF<i>ARFIMA</i>PROCESSES (Q4540694) (← links)
• Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
• A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
• Small Sample Properties of Frequency Domain Estimators for the Fractional Model (Q4678886) (← links)
• ON PLUG-IN ESTIMATION OF LONG MEMORY MODELS (Q4680631) (← links)
• Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
• Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence (Q4822450) (← links)
• SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528) (← links)
• A Wavelet‐Based Bayesian Approach to Regression Models with Long Memory Errors and Its Application to fMRI Data (Q4919583) (← links)
• Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling (Q4929215) (← links)
• Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
• Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
• MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
• Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
• A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
• Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
• Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
• Long memory and data frequency in financial markets (Q5107421) (← links)
• TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
• α-stable laws for noncoding regions in DNA sequences (Q5124753) (← links)
• A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
• One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
• Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
• Estimation of traffic matrices in the presence of long memory traffic (Q5193327) (← links)
• Obtaining prediction intervals for FARIMA processes using the sieve bootstrap (Q5219458) (← links)
• A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes (Q5220830) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
• Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
• Fractional integration and data frequency (Q5306326) (← links)
• Multi-scale properties of random walk models of animal movement: lessons from statistical inference (Q5345952) (← links)
• BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
• (Q5389647) (← links)
• ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
• Unit-root testing: on the asymptotic equivalence of Dickey-Fuller with the log-log slope of a fitted autoregressive spectrum (Q5391311) (← links)
• Adaptive wavelet decompositions of stationary time series (Q5391314) (← links)
• Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581) (← links)