SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.1996.tb00262.x
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+Q3331506
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+Q5560061
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+Long memory continuous time models
@@ Property / cites work: Long memory continuous time models / rank @@
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@@ Property / cites work @@
+Long memory in continuous-time stochastic volatility models
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+Q5544740
@@ Property / cites work: Q5544740 / rank @@
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+Efficient parameter estimation for self-similar processes
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@@ Property / cites work @@
+Tests for Hurst effect
@@ Property / cites work: Tests for Hurst effect / rank @@
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Continuous-time fractional ARMA processes
@@ Property / cites work: Continuous-time fractional ARMA processes / rank @@
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+Publication:4870528