Pages that link to "Item:Q4870528"
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The following pages link to SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528):
Displaying 24 items.
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- The effect of round-off error on long memory processes (Q905390) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion (Q1265972) (← links)
- Parameter identification for singular random fields arising in Burgers' turbulence (Q1304370) (← links)
- Estimation of the fractionally differencing parameter with the R/S method (Q1350272) (← links)
- Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere (Q1433796) (← links)
- On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields (Q1573636) (← links)
- Long memory continuous time models (Q1922361) (← links)
- Perfect simulation of autoregressive models with infinite memory (Q1949783) (← links)
- Random discretization of stationary continuous time processes (Q2036302) (← links)
- Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- Long Memory in Integrated and Realized Variance (Q2930712) (← links)
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (Q3317942) (← links)
- Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- A simulation smoother for long memory time series with correlated and heteroskedastic additive noise (Q5083988) (← links)
- Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q5490615) (← links)
- Self-similarity index estimation via wavelets for locally self-similar processes (Q5954821) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- Inference for continuous-time long memory randomly sampled processes (Q6581316) (← links)
- Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data (Q6631044) (← links)
