Pages that link to "Item:Q2742773"

The following pages link to Modelling long-memory time series with finite or infinite variance: a general approach (Q2742773):

Displaying 12 items.

• Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
• Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717) (← links)
• Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
• A note on filtering for long memory processes (Q1600534) (← links)
• State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• Random sampling of long-memory stationary processes (Q2266882) (← links)
• Orthogonal series density estimation in a disaggregation scheme (Q2495826) (← links)
• The empirical process for bivariate sequences with long memory (Q2573222) (← links)
• Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (Q4677016) (← links)
• The Periodogram of fractional processes¹ (Q5430501) (← links)
• Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367) (← links)