The following pages link to longmemo (Q23163):
Displaying 50 items.
- Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
- Estimating the Hurst parameter in financial time series via heuristic approaches (Q5123511) (← links)
- ARFIMA processes and outliers: a weighted likelihood approach (Q5123639) (← links)
- A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction (Q5128611) (← links)
- Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution (Q5129894) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- A memory-based method to select the number of relevant components in principal component analysis (Q5131521) (← links)
- Smoothing dichotomy in randomized fixed-design regression with strongly dependent errors based on a moving average (Q5169924) (← links)
- LONG‐MEMORY PROCESSES: PROBABILISTIC PROPERTIES AND STATISTICAL METHODS, by JanBeran, YuanhuaFeng, SucharitaGhosh, and RafalKulik. Published by SpringerLondon, 2013. Total number of pages: 884. ISBN: 978‐3‐642‐35511‐0 (print), 978‐3‐642‐35 (Q5176765) (← links)
- A FAST FRACTIONAL DIFFERENCE ALGORITHM (Q5176849) (← links)
- Estimation of traffic matrices in the presence of long memory traffic (Q5193327) (← links)
- MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS (Q5213446) (← links)
- Structural changes estimation for strongly dependent processes (Q5218917) (← links)
- On maximum likelihood estimation of the long-memory parameter in fractional Gaussian noise (Q5219948) (← links)
- Correlated Brownian motion and diffusion of defects in spatially extended chaotic systems (Q5232994) (← links)
- Surface estimation under local stationarity (Q5256288) (← links)
- Stochastically Curtailed Tests Under Fractional Brownian Motion (Q5259112) (← links)
- Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
- Testing and estimating for change in long memory parameter (Q5290898) (← links)
- Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence (Q5298843) (← links)
- Piecewise FARIMA models for long-memory time series (Q5300822) (← links)
- OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES (Q5306219) (← links)
- A Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes (Q5312728) (← links)
- Normal Approximation on a Finite Wiener Chaos (Q5374168) (← links)
- Adaptive wavelet decompositions of stationary time series (Q5391314) (← 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)
- Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687) (← links)
- Self-Similarity and Lamperti Transformation for Random Fields (Q5421582) (← links)
- Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes (Q5421585) (← links)
- ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495) (← links)
- Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505) (← links)
- On the asymptotic variance in nonparametric regression with fractional time-series errors (Q5434737) (← links)
- Change-Point Estimation in Long Memory Nonparametric Models with Applications (Q5451114) (← links)
- Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes (Q5451140) (← links)
- Randomized Fixed Design Regression under Long-Range-Dependent Errors (Q5457980) (← links)
- A Note of Wavelet Variance (Q5457995) (← links)
- Wavelet-Based Bootstrap for Time Series Analysis (Q5460715) (← links)
- Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes (Q5460726) (← links)
- Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
- Polynomial Trend Regression With Long‐memory Errors (Q5467606) (← links)
- Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (Q5467623) (← links)
- Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes (Q5467710) (← links)
- Comparative evaluation of semiparametric long-memory estimators (Q5475370) (← links)
- Fractional Laplace motion (Q5480007) (← links)
- Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors (Q5481739) (← links)
- Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? (Q5484635) (← links)
- Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q5490615) (← links)
- A wavelet‐based spectral method for extracting self‐similarity measures in time‐varying two‐dimensional rainfall maps (Q5495681) (← links)
- On processes with hyperbolically decaying autocorrelations (Q5495702) (← links)
