The following pages link to Agnieszka Jach (Q425380):
Displayed 15 items.
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Subsampling unit root tests for heavy-tailed observations (Q1431346) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- Classification of genomic sequences via wavelet variance and a self-organizing map with an application to mitochondrial DNA (Q2254476) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis (Q2817318) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
- Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835) (← links)
- (Q3545485) (← links)
- Wavelet-based confidence intervals for the self-similarity parameter (Q3615036) (← links)
- Testing collinearity of vector time series (Q5084332) (← links)
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
- (Q5310543) (← links)
- Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)