A general frequency domain estimation method for Gegenbauer processes (Q2046057): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1515/jtse-2019-0031
+Normal rank
@@ Property / OpenAlex ID @@
+W3088759442
@@ Property / OpenAlex ID: W3088759442 / rank @@
+Normal rank
@@ Property / cites work @@
+On large-sample estimation for the mean of a stationary random sequence
+Normal rank
@@ Property / cites work @@
+Q3746737
@@ Property / cites work: Q3746737 / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
+Normal rank
@@ Property / cites work @@
+Long-Memory Processes
@@ Property / cites work: Long-Memory Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating a generalized long memory process
@@ Property / cites work: Estimating a generalized long memory process / rank @@
+Normal rank
@@ Property / cites work @@
+A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS
+Normal rank
@@ Property / cites work @@
+State space modeling of Gegenbauer processes with long memory
+Normal rank
@@ Property / cites work @@
+Fractionally differenced Gegenbauer processes with long memory: a review
+Normal rank
@@ Property / cites work @@
+A generalized fractionally differencing approach in long-memory modeling
+Normal rank
@@ Property / cites work @@
+Whittle estimator for finite-variance non-Gaussian time series with long memory
+Normal rank
@@ Property / cites work @@
+Gaussian estimation of parametric spectral density with unknown pole
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+ON GENERALIZED FRACTIONAL PROCESSES
@@ Property / cites work: ON GENERALIZED FRACTIONAL PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation for stationary processes whose spectra have an unknown pole
+Normal rank
@@ Property / cites work @@
+Estimation of the location and exponent of the spectral singularity of a long memory process
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation for seasonal long-memory time series using generalized exponential models
+Normal rank
@@ Property / cites work @@
+Lipschitzian optimization without the Lipschitz constant
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Broadband log-periodogram regression of time series with long-range dependence
+Normal rank
@@ Property / cites work @@
+On the effect of seasonal adjustment on the log-periodogram regression
+Normal rank
@@ Property / cites work @@
+Q4215359
@@ Property / cites work: Q4215359 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Q5808925
@@ Property / cites work: Q5808925 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5824892
@@ Property / cites work: Q5824892 / rank @@
+Normal rank
@@ Property / cites work @@
+A k-Factor GARMA Long-memory Model
@@ Property / cites work: A k-Factor GARMA Long-memory Model / rank @@
+Normal rank