Pages that link to "Item:Q2445699"
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The following pages link to From short to long memory: aggregation and estimation (Q2445699):
Displaying 19 items.
- A new model for explaining long-range correlations in human time interval production (Q434977) (← links)
- Estimating aggregate autoregressive processes when only macro data are available (Q485694) (← links)
- Effect of aggregation on estimators in AR(1) sequence (Q619121) (← links)
- Variance-type estimation of long memory (Q1593608) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (Q2329801) (← links)
- Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403) (← links)
- Long memory, fractional integration, and cross-sectional aggregation (Q2397718) (← links)
- Orthogonal series density estimation in a disaggregation scheme (Q2495826) (← links)
- Limit theorems for aggregated linear processes (Q2837758) (← links)
- Asymmetric Group Sequential Designs under Fractional Brownian Motion (Q2839077) (← links)
- CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES (Q2933188) (← links)
- Repeated Confidence Intervals Under Fractional Brownian Motion in Long-Term Clinical Trials (Q3102867) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (Q3298819) (← links)
- Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics (Q3416895) (← links)
- Temporal Aggregation and Bandwidth selection in estimating long memory (Q3505325) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- Stochastically Curtailed Tests Under Fractional Brownian Motion (Q5259112) (← links)
