Pages that link to "Item:Q4323541"
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The following pages link to On a class of <i>M</i>-estimators for Gaussian long-memory models (Q4323541):
Displaying 23 items.
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Estimation of mis-specified long memory models (Q278055) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- Adaptive estimation of the lag of a long-memory process (Q1962688) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- Estimating the mean under strong persistence (Q2300362) (← links)
- An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models (Q2742778) (← links)
- Penalised maximum likelihood estimation for fractional Gaussian processes (Q2775622) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS (Q3707195) (← links)
- ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (Q3777276) (← links)
- M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations (Q3984603) (← links)
- Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
- ARFIMA processes and outliers: a weighted likelihood approach (Q5123639) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
- ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495) (← links)
