The following pages link to (Q3667770):
Displaying 35 items.
- Long memory estimation for complex-valued time series (Q149485) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- The Hurst phenomenon and the rescaled range statistic (Q335652) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Mean reversion in the US stock market (Q601386) (← links)
- Spurious regression (Q609686) (← links)
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- Self-similar random fields (Q792005) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables (Q1172870) (← links)
- Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence (Q1175664) (← links)
- M-estimators in linear models with long range dependent errors (Q1198999) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
- Continuous-time fractional ARMA processes (Q1341364) (← links)
- Minimum distance estimation in linear models with long-range dependent errors (Q1341366) (← links)
- Estimation of the fractionally differencing parameter with the R/S method (Q1350272) (← links)
- The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
- State space modeling of long-memory processes (Q1807089) (← links)
- On the asymptotic expansion of the empirical process of long-memory moving averages (Q1816969) (← links)
- Note on bandwidth selection in testing for long range dependence. (Q1853704) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. (Q1879832) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Parameter estimation of selfsimilarity exponents (Q2482610) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
