Pages that link to "Item:Q299260"
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The following pages link to A complete asymptotic series for the autocovariance function of a long memory process (Q299260):
Displaying 7 items.
- Perpetual learning and apparent long memory (Q1657333) (← links)
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
- Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
- Long memory and long run variation (Q2628841) (← links)
- Long-run covariance matrices for fractionally integrated processes (Q2886982) (← links)
- FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY (Q5389962) (← links)
- On the asymptotic distribution of sample autocovariance differences of long-memory processes (Q6178483) (← links)