Q5389647 (Q5389647): Difference between revisions

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+MaRDI publication profile
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+Q5317343
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+Time Series
@@ Property / cites work: Time Series / rank @@
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+Efficient parameter estimation for self-similar processes
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
+Normal rank
@@ Property / cites work @@
+ON GENERALIZED FRACTIONAL PROCESSES
@@ Property / cites work: ON GENERALIZED FRACTIONAL PROCESSES / rank @@
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+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
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+(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES
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+Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
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+Estimation theory for growth and immigration rates in a multiplicative process
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+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
+Normal rank
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+Log-periodogram regression of time series with long range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Estimation and information in stationary time series
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+Q4797357
@@ Property / cites work: Q4797357 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5389647