Pages that link to "Item:Q1084821"
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The following pages link to Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series (Q1084821):
Displaying 29 items.
- 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)
- LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES (Q5696886) (← 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)
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)
- Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)
- Change-point detection in long-memory processes (Q5947225) (← links)
- Semiparametric fractional cointegration analysis (Q5952032) (← links)
- Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (Q5965369) (← links)
- Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) (← links)
- Forecasting highly persistent time series with bounded spectrum processes (Q6099124) (← 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)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
- Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)
- Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772) (← links)
- Comparison of standard long memory time series (Q6564309) (← links)
- Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series (Q6585935) (← links)
- Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
- Long memory conditional random fields on regular lattices (Q6626607) (← links)
- Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data (Q6631044) (← links)
- Quasi-maximum likelihood estimation of long-memory linear processes (Q6635297) (← links)
- Nonparametric spectral density estimation under local differential privacy (Q6635302) (← links)
- On the spectral density of fractional Ornstein-Uhlenbeck processes (Q6664662) (← links)
