A generalized fractionally differencing approach in long-memory modeling (Q1907493): Difference between revisions

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+Q4726487
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+Time series: theory and methods
@@ Property / cites work: Time series: theory and methods / 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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+Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes
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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
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+ON GENERALIZED FRACTIONAL PROCESSES
@@ Property / cites work: ON GENERALIZED FRACTIONAL PROCESSES / rank @@
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+ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION
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+The asymptotic theory of linear time-series models
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+(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES
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+Fractional differencing
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+Limit theorems for Fourier transforms of functionals of Gaussian sequences
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+ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE
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+LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES
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+ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
@@ Property / cites work: ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS / rank @@
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+Q3254471
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