Pages that link to "Item:Q605852"

The following pages link to On continuous-time autoregressive fractionally integrated moving average processes (Q605852):

Displaying 20 items.

• Note on functional large deviation principle for fractional ARIMA processes (Q1281921) (← links)
• Continuous-time fractional ARMA processes (Q1341364) (← links)
• The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
• Random discretization of stationary continuous time processes (Q2036302) (← links)
• Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
• Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
• (Q2974530) (← links)
• ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q4807264) (← links)
• Modification of autoregressive fractionally integrated moving average models for the estimation of persistence (Q4935544) (← links)
• Explicit analytical solutions for <i>ARL</i> of CUSUM chart for a long-memory SARFIMA model (Q5085924) (← links)
• Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence (Q5093983) (← links)
• Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes (Q5121013) (← links)
• Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (Q5265852) (← links)
• ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
• Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972) (← links)
• On the exponential process associated with a CARMA-type process (Q5410808) (← links)
• Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
• Efficient estimation method for generalized ARFIMA models (Q6067505) (← links)
• Online estimation methods for irregular autoregressive models (Q6609928) (← links)
• Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data (Q6631044) (← links)