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 50 items.
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Two approximation methods to synthesize the power spectrum of fractional Gaussian noise (Q1020907) (← links)
- Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- Central limit theorems for quadratic forms in random variables having long-range dependence (Q1071370) (← links)
- On bilinear forms in Gaussian random variables and Toeplitz matrices (Q1105276) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence (Q1175664) (← links)
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
- Parameter estimation in low order fractionally differenced ARMA processes (Q1263210) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Parameter identification for singular random fields arising in Burgers' turbulence (Q1304370) (← links)
- Convergence of normalized quadratic forms (Q1304371) (← links)
- Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374) (← links)
- Central limit theorems for quadratic forms with time-domain conditions (Q1307086) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
- Rates of convergence and optimal spectral bandwidth for long range dependence (Q1333578) (← links)
- An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (Q1344955) (← links)
- Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
- Estimation of the fractionally differencing parameter with the R/S method (Q1350272) (← links)
- Time series regression with long-range dependence (Q1355170) (← links)
- A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
- The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
- The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
- The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables (Q1382493) (← links)
- On the effect of seasonal adjustment on the log-periodogram regression (Q1389567) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Mean square prediction error for long-memory processes (Q1402928) (← links)
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
- Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes (Q1613579) (← links)
- On the integral of the squared periodogram (Q1613586) (← links)
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- State space modeling of long-memory processes (Q1807089) (← links)
- Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- On asymptotic quasi-likelihood estimation (Q1825572) (← links)
