Pages that link to "Item:Q1355171"
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The following pages link to A limit theory for long-range dependence and statistical inference on related models (Q1355171):
Displaying 14 items.
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
- カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について (Q5011476) (← links)
- Estimation of traffic matrices in the presence of long memory traffic (Q5193327) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820) (← links)
- Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940) (← links)
- MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE (Q5408115) (← links)
- Fractional Invariance Principle (Q5467613) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
- A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
- Parameter Estimation Robust to Low-Frequency Contamination (Q6616635) (← links)
