Pages that link to "Item:Q5389961"
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The following pages link to ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961):
Displayed 9 items.
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
- Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
- Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
- Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
- Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (Q5265852) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra (Q6148348) (← links)