Pages that link to "Item:Q3077673"
From MaRDI portal
The following pages link to On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673):
Displaying 12 items.
- An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (Q1344955) (← links)
- Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
- Averaged periodogram estimation of long memory (Q1922368) (← links)
- Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
- A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
- On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series (Q2261912) (← links)
- Averaged periodogram spectral estimation with long-memory conditional heteroscedasticity (Q2744934) (← links)
- Large-sample properties of the periodogram estimator of seasonally persistent processes (Q3429966) (← links)
- The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series (Q3838319) (← links)
- (Q4283953) (← links)
- (Q4324050) (← links)
- Pooled Log Periodogram Regression (Q4544839) (← links)
