Pages that link to "Item:Q3129975"
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The following pages link to ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (Q3129975):
Displaying 50 items.
- Multifractal detrended fluctuation analysis of nonstationary time series (Q129337) (← links)
- Long memory estimation for complex-valued time series (Q149485) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- Stylized facts of price gaps in limit order books (Q508284) (← links)
- Software agents architecture for controlling long-range dependent network traffic (Q596975) (← links)
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- Ergodicity breakdown and scaling from single sequences (Q711956) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
- Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (Q901559) (← links)
- Multiplicative multifractal modeling and discrimination of human neuronal activity (Q936888) (← links)
- Confidence intervals for long memory regressions (Q947197) (← links)
- On fast generation of fractional Gaussian noise (Q959337) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes (Q1020087) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- Some simulations and applications of forecasting long-memory time-series models (Q1304368) (← links)
- Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374) (← links)
- Long-range correlations and nonstationarity in the Brazilian stock market (Q1409103) (← links)
- Rescaled range analysis and detrended fluctuation analysis study of cast irons ultrasonic backscattered signals (Q1433822) (← links)
- Variance-type estimation of long memory (Q1593608) (← links)
- A case study of stratus cloud base height multifractal fluctuations (Q1598580) (← links)
- Estimating long-range dependence: Finite sample properties and confidence intervals (Q1611161) (← links)
- Nonlinear filtering properties of detrended fluctuation analysis (Q1619922) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Efficiently implementing the maximum likelihood estimator for Hurst exponent (Q1718521) (← links)
- Asymptotic normality of the estimators for fractional Brownian motions with discrete data (Q1723870) (← links)
- Quantum probes for fractional Gaussian processes (Q1783065) (← links)
- Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
- Note on bandwidth selection in testing for long range dependence. (Q1853704) (← links)
- Magnitude and sign scaling in power-law correlated time series (Q1873455) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- A regularised estimator for long-range dependent processes (Q1941250) (← links)
- Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida (Q1955261) (← links)
- A comparsion of estimators for \(1/f\) noise (Q1963779) (← links)
- Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) (← links)
- A modified multifractal detrended fluctuation analysis (MFDFA) approach for multifractal analysis of precipitation (Q2072302) (← links)
- Characterization of ionospheric total electron content data using wavelet-based multifractal formalism (Q2120455) (← links)
- A note on power-law cross-correlated processes (Q2122871) (← links)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Variance change point detection for fractional Brownian motion based on the likelihood ratio test (Q2150008) (← links)
- Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
- Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
