Pages that link to "Item:Q5467623"
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The following pages link to Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (Q5467623):
Displaying 24 items.
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- EM-based identification of continuous-time ARMA models from irregularly sampled data (Q510135) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: a simulation study (Q1660151) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
- Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
- Random discretization of stationary continuous time processes (Q2036302) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Frequency-domain identification of continuous-time ARMA models from sampled data (Q2391320) (← links)
- The exact discrete model of a system of linear stochastic differential equations driven by fractional noise (Q3552862) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
- Moment method estimation of first-order continuous-time bilinear processes (Q5085917) (← links)
- Explicit analytical solutions for <i>ARL</i> of CUSUM chart for a long-memory SARFIMA model (Q5085924) (← links)
- Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes (Q5467710) (← links)
- On the asymptotic properties of a feasible estimator of the continuous time long memory parameter (Q5495696) (← 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)
