Pages that link to "Item:Q1084821"

The following pages link to Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series (Q1084821):

Displaying 50 items.

• Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
• Statistical inference using higher-order information (Q2370522) (← links)
• A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
• On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← links)
• Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
• Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
• Replicated INAR(1) processes (Q2433250) (← links)
• Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (Q2448712) (← links)
• Invariance of the first difference in ARFIMA models (Q2463656) (← links)
• Parametric estimation for ARFIMA models via spectral methods (Q2493248) (← links)
• On the Whittle estimators for some classes of continuous-parameter random processes and fields (Q2493798) (← links)
• Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
• Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
• The empirical process for bivariate sequences with long memory (Q2573222) (← links)
• Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
• Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate (Q2638684) (← links)
• Fast computation and practical use of amplitudes at non-Fourier frequencies (Q2666997) (← links)
• On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
• On the estimation of short memory components in long memory time series models (Q2691673) (← links)
• Estimation of long memory in volatility using wavelets (Q2691712) (← links)
• Prediction intervals for farima processes by bootstrap methods (Q2708090) (← links)
• Inference on nonstationary time series with moving mean (Q2801993) (← links)
• Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
• NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187) (← links)
• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
• (Q2971501) (← links)
• Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
• Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
• MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES (Q3022070) (← links)
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields (Q3085576) (← links)
• Estimation in long memory time series models (Q3135647) (← links)
• Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
• Preliminary estimation of ARFIMA models (Q3297948) (← links)
• Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
• VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
• Impact of the periodicity and trend on the FD parameter estimation (Q3432731) (← links)
• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241) (← links)
• Distinguishing short and long memory volatility specifications (Q3548528) (← links)
• A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
• Statistical properties of detrended fluctuation analysis (Q3589964) (← links)
• Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques (Q3591878) (← links)
• Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
• An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
• A multivariate long-memory model with structural breaks (Q3638531) (← links)
• First-order bias correction for fractionally integrated time series (Q3645634) (← links)
• ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (Q3777276) (← links)