Pages that link to "Item:Q2759336"
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The following pages link to Parameter estimation of stochastic process with long-range dependence and intermittency (Q2759336):
Displaying 26 items.
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Asymptotics for functionals of powers of a periodogram (Q341094) (← links)
- Error bounds for approximations of traces of products of truncated Toeplitz operators (Q470102) (← 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)
- Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors (Q861403) (← links)
- Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
- Stochastic models for fractal processes (Q1304354) (← links)
- Parameter estimation in mean reversion processes with deterministic long-term trend (Q1658013) (← links)
- On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
- Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
- Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Statistical inference using higher-order information (Q2370522) (← links)
- On the Whittle estimators for some classes of continuous-parameter random processes and fields (Q2493798) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
- Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence (Q4822450) (← links)
- On the Estimation of Locally Stationary Long-Memory Processes (Q5220361) (← links)
