Pages that link to "Item:Q2407067"
From MaRDI portal
The following pages link to An \(M\)-estimator for the long-memory parameter (Q2407067):
Displaying 14 items.
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- A spectral approach to estimate the autocovariance function (Q2156825) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- (Q3200421) (← links)
- ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034) (← links)
- On a class of <i>M</i>-estimators for Gaussian long-memory models (Q4323541) (← links)
- <i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- Empirical study of robust estimation methods for PAR models with application to the air quality area (Q5085567) (← links)
- On the asymptotic properties of a feasible estimator of the continuous time long memory parameter (Q5495696) (← links)
- A Bayesian approach to estimating the long memory parameter (Q5962435) (← links)
- A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (Q6581300) (← links)
