Pages that link to "Item:Q4837793"
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The following pages link to LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793):
Displaying 17 items.
- Prediction of fractional processes with long-range dependence (Q431593) (← links)
- Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
- On discrete stochastic processes with long-lasting time dependence in the variance (Q977890) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
- Approximation of transfer functions of infinite dimensional dynamical systems by rational interpolants with prescribed poles (Q1973952) (← links)
- A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
- Invariance principles for non-isotropic long memory random fields (Q2475288) (← links)
- Nonparametric estimation for dependent data (Q3106417) (← links)
- (Q3129793) (← links)
- CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY (Q3181946) (← links)
- Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
- Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457) (← links)
- Estimation of harmonic component in regression with cyclically dependent errors (Q5263974) (← links)
- On the Structure and Estimation of Reflection Positive Processes (Q5459915) (← links)
- Linear prediction of long-range dependent time series (Q5851014) (← links)
- Cyclical long memory: decoupling, modulation, and modeling (Q6596208) (← links)