Pages that link to "Item:Q4807282"
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The following pages link to SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES (Q4807282):
Displaying 31 items.
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Convergence in law to operator fractional Brownian motions (Q376266) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- Spurious correlation under fractional integration in output series (Q974192) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Covariance function of vector self-similar processes (Q1038436) (← links)
- On the memory of products of long range dependent time series (Q1672905) (← links)
- Operator fractional Brownian motion and martingale differences (Q1724977) (← links)
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type (Q1944851) (← links)
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← links)
- Limit theorems in the context of multivariate long-range dependence (Q2196372) (← links)
- Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes (Q2405218) (← links)
- Limit theorems for functionals of Gaussian vectors (Q2405967) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- Sampled autocovariance and autocorrelation results for linear time processes (Q3471560) (← links)
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- Principal component analysis with autocorrelated data (Q5036860) (← links)
- On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
- A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS (Q5696356) (← links)
- Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
- On the asymptotic distribution of sample autocovariance differences of long-memory processes (Q6178483) (← links)
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters (Q6554210) (← links)
- Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)
- A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (Q6581300) (← links)
- The moduli of continuity for operator fractional Brownian motion (Q6592133) (← links)
