Pages that link to "Item:Q4323541"
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The following pages link to On a class of <i>M</i>-estimators for Gaussian long-memory models (Q4323541):
Displaying 7 items.
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
