On the asymptotic properties of a feasible estimator of the continuous time long memory parameter (Q5495696): Difference between revisions

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+The simulation of random vector time series with given spectrum
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+MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE  EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK
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+Efficient parameter estimation for self-similar processes
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+ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+The exact discrete model of a system of linear stochastic differential equations driven by fractional noise
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+Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data
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+Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
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