Pages that link to "Item:Q3707195"

The following pages link to ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS (Q3707195):

Displaying 50 items.

• Estimation of mis-specified long memory models (Q278055) (← links)
• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
• Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
• Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
• A test for additive outliers applicable to long-memory time series (Q956520) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← 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)
• M-estimators in linear models with long range dependent errors (Q1198999) (← links)
• Parameter estimation in low order fractionally differenced ARMA processes (Q1263210) (← links)
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
• Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
• A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
• The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
• Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
• Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
• Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
• SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
• Long memory versus structural breaks: an overview (Q1762969) (← links)
• General autoregressive models with long-memory noise (Q1862209) (← links)
• Semiparametric estimation of the long-range parameter (Q1880991) (← links)
• A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Estimating a generalized long memory process (Q1922365) (← links)
• A regularised estimator for long-range dependent processes (Q1941250) (← links)
• Estimation of the dependence parameter in linear regression with long-range-dependent errors (Q1965876) (← links)
• Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← links)
• Spatial long memory (Q2195534) (← links)
• Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
• Estimating the mean under strong persistence (Q2300362) (← links)
• The estimation of misspecified long memory models (Q2511781) (← links)
• A new time-varying model for forecasting long-memory series (Q2664998) (← links)
• On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
• A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
• Estimation in long memory time series models (Q3135647) (← links)
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (Q3317942) (← links)
• (Q3551878) (← links)
• Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
• ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (Q3774773) (← links)
• ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (Q3777276) (← links)
• Time Domain Estimation of Long Range Dependence (Q4239549) (← links)
• Fitting a fractional ARIMA model to time series data (Q4338565) (← links)
• SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528) (← links)
• Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
• Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
• Estimation of traffic matrices in the presence of long memory traffic (Q5193327) (← links)
• Special Issue of the <i>Journal of Time Series Analysis</i> in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors' Introduction (Q5226138) (← links)
• ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
• Estimation of impulse response functions using long autoregression (Q5427679) (← links)