The following pages link to Jan Beran (Q217352):
Displaying 25 items.
- On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes (Q4236518) (← links)
- ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034) (← links)
- Fitting long-memory models by generalized linear regression (Q4299461) (← links)
- On a class of <i>M</i>-estimators for Gaussian long-memory models (Q4323541) (← links)
- TESTING EQUALITY OF VARIANCES FOR PAIRED TIME SERIES (Q4328378) (← links)
- (Q4437932) (← links)
- On Local Trigonometric Regression Under Dependence (Q4577085) (← links)
- Mathematical Foundations of Time Series Analysis (Q4583136) (← links)
- On non parametric statistical inference for densities under long-range dependence (Q4595909) (← links)
- (Q4845377) (← links)
- (Q4865042) (← links)
- Long-Memory Processes (Q4904942) (← links)
- On inference for modes under long memory (Q5001011) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
- Correction (Q5077953) (← links)
- Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
- On aggregation of strongly dependent time series (Q5136957) (← links)
- (Q5310534) (← links)
- ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495) (← links)
- Modelling financial time series with SEMIFAR GARCH model (Q5432709) (← links)
- Local polynomial estimation with a FARIMA-GARCH error process (Q5950042) (← links)
- On semiparametric inference for periodically modulated density functions (Q6067502) (← links)
- On strongly dependent zero-inflated INAR(1) processes (Q6579433) (← links)
- An extended exponential SEMIFAR model with application in R (Q6641313) (← links)
