Pages that link to "Item:Q916289"
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The following pages link to Efficient parameter estimation for self-similar processes (Q916289):
Displaying 50 items.
- Estimation of the linear fractional stable motion (Q98645) (← links)
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Multivariate wavelet Whittle estimation in long-range dependence (Q145476) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- Estimation of mis-specified long memory models (Q278055) (← links)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840) (← links)
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Fractional integration, trend stationarity and difference stationarity (Q672762) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- A note on approximations of traces of products of truncated Toeplitz matrices (Q736267) (← links)
- On the trace approximation problem for truncated Toeplitz operators and matrices (Q736390) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model (Q899028) (← links)
- The effect of round-off error on long memory processes (Q905390) (← links)
- Estimation of stochastic volatility with LRD (Q929714) (← links)
- Modified sign method for testing the fractality of Gaussian noise (Q950711) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence (Q1175664) (← links)
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
- An algorithm for estimating parameters of a group of closely spaced random processes: Synthesis, analysis, and modeling (Q1286548) (← links)
- Regression model fitting with long memory errors (Q1299429) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Parameter identification for singular random fields arising in Burgers' turbulence (Q1304370) (← links)
- Fractional integration analysis of long-run behavior for US macroeconomic time series (Q1331846) (← links)
- Rates of convergence and optimal spectral bandwidth for long range dependence (Q1333578) (← links)
- An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (Q1344955) (← links)
- Estimation of the fractionally differencing parameter with the R/S method (Q1350272) (← links)
- Time series regression with long-range dependence (Q1355170) (← links)
- A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
