The following pages link to longmemo (Q23163):
Displaying 50 items.
- Lack of fit test for long memory regression models (Q779683) (← links)
- Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
- A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (Q815480) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- New robust confidence intervals for the mean under dependence (Q826963) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Quantifying and understanding the economics of large financial movements (Q844583) (← links)
- Decision-making for long memory data in technical-economic design, fractals and decision area bubbles. (Q851594) (← links)
- Regular variation and probability: The early years (Q859895) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Testing for long memory in the Asian foreign exchange rates (Q863018) (← links)
- Change-of-variance problem for linear processes with long memory (Q864915) (← links)
- Moment-based tail index estimation (Q872094) (← links)
- Long-range dependence of stationary processes in single-server queues (Q877793) (← links)
- Density convergence in the Breuer-Major theorem for Gaussian stationary sequences (Q888483) (← links)
- Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
- Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (Q901559) (← links)
- The effect of round-off error on long memory processes (Q905390) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Wavelet variance analysis for gappy time series (Q907025) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Using three methods to investigate time-scaling properties in air pollution indexes time series (Q924623) (← links)
- Modeling autocorrelation functions of long-range dependent teletraffic series based on optimal approximation in Hilbert space -- a further study (Q924826) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Consistency of the regression estimator with functional data under long memory conditions (Q928979) (← links)
- Estimation of stochastic volatility with LRD (Q929714) (← links)
- Confidence intervals for long memory regressions (Q947197) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- A test for additive outliers applicable to long-memory time series (Q956520) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- Wavelet-based bootstrapping of spatial patterns on a finite lattice (Q959323) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- On fast generation of fractional Gaussian noise (Q959337) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- On the predictability of long-range dependent series (Q966347) (← links)
- Variance bound of ACF estimation of one block of fGn with LRD (Q966356) (← links)
- Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934) (← links)
- The non-random walk of stock prices: the long-term correlation between signs and sizes (Q978611) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← links)
- Note on studying change point of LRD traffic based on Li's detection of DDoS flood attacking (Q980674) (← links)
- Fractals with point impact in functional linear regression (Q988015) (← links)
- On rapid change points under long memory (Q989259) (← links)
- Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← links)
- Fast simulation of self-similar and correlated processes (Q991165) (← links)
- Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813) (← links)
- On the sample mean of locally stationary long-memory processes (Q993821) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
