The following pages link to (Q4203568):
Displaying 13 items.
- Fractional integration, trend stationarity and difference stationarity (Q672762) (← links)
- Two approximation methods to synthesize the power spectrum of fractional Gaussian noise (Q1020907) (← links)
- On the integral of the squared periodogram (Q1613586) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- The V/S test of long-range dependence in random fields (Q1951805) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
- Discriminating Gaussian processes via quadratic form statistics (Q5000843) (← links)
- Structural changes estimation for strongly dependent processes (Q5218917) (← links)
- Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)
- Testing of two-dimensional Gaussian processes by sample cross-covariance function (Q6550005) (← links)
- Goodness-of-fit test for stochastic processes using even empirical moments statistic (Q6571811) (← links)
