The following pages link to (Q4865042):
Displaying 50 items.
- longmemo (Q23163) (← links)
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
- Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Group sequential tests under fractional Brownian motion in monitoring clinical trials (Q257555) (← links)
- EWMA control charts for detecting changes in the mean of a long-memory process (Q263901) (← links)
- Sign tests for long-memory time series (Q265025) (← links)
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- Identification of a nonparametric signal under strongly dependent random noise (Q289816) (← links)
- A regime switching long memory model for electricity prices (Q291856) (← links)
- Statistical delay analysis on an ATM switch with self-similar input traffic (Q294764) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- A complete asymptotic series for the autocovariance function of a long memory process (Q299260) (← links)
- Study of on-line measurement of traffic self-similarity (Q300954) (← links)
- Fractional order estimation schemes for fractional and integer order systems with constant and variable fractional order colored noise (Q305058) (← links)
- Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Sample size determination for group sequential test under fractional Brownian motion (Q358885) (← links)
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840) (← links)
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- Self-similarity and Lamperti convergence for families of stochastic processes (Q392772) (← links)
- Wavelet Fisher's information measure of \(1/f^\alpha\) signals (Q400933) (← links)
- Wavelet \(q\)-Fisher information for scaling signal analysis (Q406132) (← links)
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- A new model for explaining long-range correlations in human time interval production (Q434977) (← links)
- On the nature and impact of self-similarity in real-time systems (Q438197) (← links)
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- 2D wavelet-based spectra with applications (Q452673) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
- A study of wavelet analysis and data extraction from second-order self-similar time series (Q460127) (← links)
- Periodogram estimates in nonlinear regression models with long-range dependent noise (Q466413) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- An ARMA type fuzzy time series forecasting method based on particle swarm optimization (Q474751) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
