Pages that link to "Item:Q916289"

The following pages link to Efficient parameter estimation for self-similar processes (Q916289):

Displaying 50 items.

• ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034) (← links)
• Identification of fractional differencing autoregressive models^† (Q4337090) (← links)
• Indirect inference for fractional time series models (Q4374348) (← links)
• ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
• THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129) (← links)
• DIFFERENTIAL GEOMETRY OF<i>ARFIMA</i>PROCESSES (Q4540694) (← links)
• Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
• EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (Q4653557) (← 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)
• SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528) (← 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)
• Local asymptotic normality for long-memory process with strong mixing noises (Q5077223) (← links)
• Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
• Local asymptotic normality for a periodically time varying long memory parameter (Q5081036) (← 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)
• Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
• Linear and segmented trends in sea surface temperature data (Q5130268) (← links)
• One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
• Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← 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)
• On maximum likelihood estimation of the long-memory parameter in fractional Gaussian noise (Q5219948) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← 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)
• Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors (Q5481739) (← links)
• Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)
• On the asymptotic properties of a feasible estimator of the continuous time long memory parameter (Q5495696) (← links)
• MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← links)
• Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
• On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion (Q5756374) (← links)
• Cramèr-Rao bounds for fractional Brownian motions (Q5952114) (← links)
• Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)
• Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971054) (← links)
• Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)
• Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
• Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra (Q6148348) (← links)