The following pages link to (Q4865042):
Displaying 50 items.
- Goodness-of-fit testing under long memory (Q993816) (← links)
- On the sample mean of locally stationary long-memory processes (Q993821) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← 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)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
- A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\) (Q1014844) (← links)
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- Asymptotic inversion of Toeplitz matrices with one singularity in the symbol (Q1018114) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- An example of a misclassification problem applied to Australian equity data (Q1019997) (← links)
- Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes (Q1020087) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Two approximation methods to synthesize the power spectrum of fractional Gaussian noise (Q1020907) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005) (← links)
- Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (Q1022308) (← links)
- Detection of variations of local irregularity of traffic under DDOS flood attack (Q1023231) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Memory parameter estimation for long range dependent random fields (Q1036745) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- On properties of the second order generalized autoregressive GAR(2) model with index (Q1037798) (← links)
- Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
- Estimation of the regression operator from functional fixed-design with correlated errors (Q1049550) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion (Q1265972) (← links)
- On the large increments of fractional Brownian motion (Q1273005) (← links)
- Long range dependence of point processes, with queueing examples (Q1275964) (← links)
- A simple nonlinear time series model with misleading linear properties (Q1285516) (← links)
- Bilinear stochastic systems with fractional Brownian motion input (Q1296586) (← links)
- Regression model fitting with long memory errors (Q1299429) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns (Q1304362) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- Some simulations and applications of forecasting long-memory time-series models (Q1304368) (← links)
- Parameter identification for singular random fields arising in Burgers' turbulence (Q1304370) (← links)
- Convergence of normalized quadratic forms (Q1304371) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Small ball problem via wavelets for Gaussian processes (Q1359776) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Abel-Tauber theorems for Fourier-Stieltjes coefficients (Q1364761) (← links)
- Minimax estimation via wavelets for indirect long-memory data (Q1372865) (← links)
- The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
- Nonparametric regression with long-memory errors (Q1380570) (← links)
- On the asymptotic mean integrated squared error of a kernel density estimator for dependent data (Q1380630) (← links)
