Pages that link to "Item:Q1614011"
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The following pages link to Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets (Q1614011):
Displaying 13 items.
- Two recursive least squares parameter estimation algorithms for multirate multiple-input systems by using the auxiliary model (Q419419) (← links)
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
- Parameter estimation in low order fractionally differenced ARMA processes (Q1263210) (← links)
- Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation (Q1767008) (← links)
- An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479) (← links)
- Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
- Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle (Q2228963) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409) (← links)
- (Q3637751) (← links)
- (Q4824039) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
