Pages that link to "Item:Q2362937"
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The following pages link to Testing long memory based on a discretely observed process (Q2362937):
Displaying 4 items.
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Tests of long memory: a bootstrap approach (Q2575452) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)