Pages that link to "Item:Q2270190"
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The following pages link to Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190):
Displaying 6 items.
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Robust estimation of the self-similarity parameter in network traffic using wavelet transform (Q970970) (← links)
- Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
- A wavelet solution to the spurious regression of fractionally differenced processes (Q4676849) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
- Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) (← links)
