Pages that link to "Item:Q3566396"
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The following pages link to Covariances Estimation for Long-Memory Processes (Q3566396):
Displaying 17 items.
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- On the maximum of covariance estimators (Q538182) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Statistical estimation for CAPM with long-memory dependence (Q764801) (← links)
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
- Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Intrachromosomal regulation decay in breast cancer (Q2690830) (← links)
- Long-run covariance matrices for fractionally integrated processes (Q2886982) (← links)
- Central limit theorems for nearly long range dependent subordinated linear processes (Q3299455) (← links)
- ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034) (← links)
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
- Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (Q4965652) (← links)
- Stochastic analysis of covariance when the error distribution is long-tailed symmetric (Q5138137) (← links)
- Quasi-maximum likelihood estimation of long-memory linear processes (Q6635297) (← links)
