Pages that link to "Item:Q1593608"

The following pages link to Variance-type estimation of long memory (Q1593608):

Displaying 23 items.

• Long memory estimation for complex-valued time series (Q149485) (← links)
• A wavelet lifting approach to long-memory estimation (Q149502) (← links)
• Properties of a block bootstrap under long-range dependence (Q354205) (← links)
• A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• Variance bound of ACF estimation of one block of fGn with LRD (Q966356) (← links)
• Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) (← links)
• Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
• On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
• Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
• Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
• From short to long memory: aggregation and estimation (Q2445699) (← links)
• On a general class of long run variance estimators (Q2446261) (← links)
• Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
• Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
• Orthogonal series density estimation in a disaggregation scheme (Q2495826) (← links)
• LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
• One-way analysis of variance with long memory errors and its application to stock return data (Q3607870) (← links)
• ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034) (← links)
• Inference of Bivariate Long-memory Aggregate Time Series (Q4602131) (← links)
• The Variance Profile (Q4916499) (← links)
• A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
• On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion (Q5756374) (← links)