A limit theory for long-range dependence and statistical inference on related models (Q1355171): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1214/aos/1034276623 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2065766543 / rank
 
Normal rank
Property / cites work
 
Property / cites work: LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient parameter estimation for self-similar processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5550785 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vector linear time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Method for Estimating Spectral Parameters of a Stationary Regular Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840383 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for quadratic forms in random variables having long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5612941 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic theory of linear time-series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4891957 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem for stationary processes and the parameter estimation of linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5613647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian semiparametric estimation of long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5531487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5817022 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 12:41, 27 May 2024

scientific article
Language Label Description Also known as
English
A limit theory for long-range dependence and statistical inference on related models
scientific article

    Statements

    A limit theory for long-range dependence and statistical inference on related models (English)
    0 references
    0 references
    19 May 1997
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    martingale differences
    0 references
    serial covariances
    0 references
    spectral density matrices
    0 references
    singularities
    0 references
    long-range dependent processes
    0 references
    central limit theorems
    0 references
    mixing conditions
    0 references
    conditional moments
    0 references
    convergence of the covariances of quadratic forms
    0 references
    multiple Fejér kernel
    0 references
    quasi-likelihood estimate
    0 references
    quasi-likelihood ratio
    0 references
    bracketing function approach
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references