Pages that link to "Item:Q1002560"
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The following pages link to Sample autocovariances of long-memory time series (Q1002560):
Displaying 19 items.
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- On the maximum of covariance estimators (Q538182) (← links)
- On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- Limit theorems in the context of multivariate long-range dependence (Q2196372) (← links)
- Scaling transition for nonlinear random fields with long-range dependence (Q2360249) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Sampled autocovariance and autocorrelation results for linear time processes (Q3471560) (← links)
- Small-sample Autocorrelation Structure for Long-memory Time Series (Q3486698) (← links)
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory (Q5226144) (← links)
- Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)
- Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations (Q6053874) (← links)
- On the asymptotic distribution of sample autocovariance differences of long-memory processes (Q6178483) (← links)
