Pages that link to "Item:Q5356667"
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The following pages link to Wavelet-based parameter estimation for polynomial contaminated fractionally differenced processes (Q5356667):
Displayed 18 items.
- Wavelet based transistor parameter estimation using second order Volterra model (Q411193) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
- Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)
- Approximate wavelet-based simulation of long memory processes (Q4675839) (← links)
- A Wavelet‐Based Bayesian Approach to Regression Models with Long Memory Errors and Its Application to fMRI Data (Q4919583) (← links)
- MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
- Adaptive wavelet decompositions of stationary time series (Q5391314) (← links)
- Space‐time modelling of trends in temperature series (Q5495684) (← links)
- Trend locally stationary wavelet processes (Q6134636) (← links)