Pages that link to "Item:Q3761511"
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The following pages link to Discrimination between monotonic trends and long-range dependence (Q3761511):
Displaying 50 items.
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- The increment ratio statistic under deterministic trends (Q616536) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- Optimal spectral kernel for long-range dependent time series (Q1129458) (← links)
- Fractal correlation in heterogeneous systems (Q1181362) (← links)
- Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374) (← links)
- Continuous-time fractional ARMA processes (Q1341364) (← links)
- An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (Q1344955) (← links)
- Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
- Log-periodogram estimation of the memory parameter of a long-memory process under trend. (Q1424467) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
- Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Semiparametric estimation of the long-range parameter (Q1880991) (← links)
- Testing for structural change in a long-memory environment (Q1906291) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Long memory continuous time models (Q1922361) (← links)
- Adaptive semiparametric estimation of the memory parameter. (Q1975523) (← links)
- A modified multifractal detrended fluctuation analysis (MFDFA) approach for multifractal analysis of precipitation (Q2072302) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Long memory, fractional integration, and cross-sectional aggregation (Q2397718) (← links)
- The increment ratio statistic (Q2476149) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- Fast computation and practical use of amplitudes at non-Fourier frequencies (Q2666997) (← links)
- Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
- MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES (Q3022070) (← links)
- Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835) (← links)
- Tests for Trend: A Simulation Study (Q3577182) (← links)
- Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques (Q3591878) (← links)
- Information in the Nonstationary Case (Q3613610) (← links)
- An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (Q3616257) (← links)
- A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584) (← links)
- ACKNOWLEDGEMENT OF PRIORITY FOR "ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES" (Q4299028) (← links)
- AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES (Q4299036) (← links)
- ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM (Q4299040) (← links)
- The periodogram regression:correction and comments (Q4337127) (← links)
- THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129) (← links)
- Pooled Log Periodogram Regression (Q4544839) (← links)
- LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793) (← links)
- ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (Q4881704) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
