Pages that link to "Item:Q5956042"
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The following pages link to Parametric and semiparametric estimations of stationary univariate ARFIMA models (Q5956042):
Displaying 6 items.
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
- Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance (Q1822873) (← links)
- Invariance of the first difference in ARFIMA models (Q2463656) (← links)
- Parametric estimation for ARFIMA models via spectral methods (Q2493248) (← links)
- (Q3747565) (← links)