Pages that link to "Item:Q4299034"

The following pages link to ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034):

Displaying 24 items.

• A wavelet lifting approach to long-memory estimation (Q149502) (← links)
• Statistical delay analysis on an ATM switch with self-similar input traffic (Q294764) (← links)
• On rapid change points under long memory (Q989259) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
• On least squares estimation for long-memory lattice processes (Q1036782) (← links)
• A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Estimating a generalized long memory process (Q1922365) (← links)
• Averaged periodogram estimation of long memory (Q1922368) (← links)
• Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
• Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
• Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
• A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
• Long-range dependence and approximate Bayesian computation (Q2974924) (← links)
• On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
• (Q3200421) (← links)
• CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (Q3510243) (← links)
• A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (Q4406237) (← links)
• Inference of Bivariate Long-memory Aggregate Time Series (Q4602131) (← links)
• On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
• Structural changes estimation for strongly dependent processes (Q5218917) (← links)
• On the asymptotic properties of a feasible estimator of the continuous time long memory parameter (Q5495696) (← links)