Pages that link to "Item:Q1596879"
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The following pages link to Discrete time parametric models with long memory and infinite variance (Q1596879):
Displaying 13 items.
- Sign tests for long-memory time series (Q265025) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717) (← links)
- Parameter estimation for infinite variance fractional ARIMA (Q1354498) (← links)
- The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
- The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
- Variance-type estimation of long memory (Q1593608) (← links)
- Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
- Parameter estimation for ARMA models with infinite variance innovations (Q1895361) (← links)
- Perfect simulation of autoregressive models with infinite memory (Q1949783) (← links)
- A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
- A Discrete-Time Approach for Heavy-Tailed Modeling (Q3548743) (← links)
