State space modeling of long-memory processes (Q1807089): Difference between revisions

@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1214/aos/1028144856
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+W1983818306
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+Q4865042
@@ Property / cites work: Q4865042 / rank @@
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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
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@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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@@ 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
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@@ Property / cites work @@
+The asymptotic theory of linear time-series models
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@@ Property / cites work @@
+Q4039983
@@ Property / cites work: Q4039983 / rank @@
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@@ Property / cites work @@
+Fractional differencing
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+ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
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@@ Property / cites work @@
+Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
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@@ Property / cites work @@
+Q3667770
@@ Property / cites work: Q3667770 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039746
@@ Property / cites work: Q4039746 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
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@@ links / mardi / name / links / mardi / name @@
+Publication:1807089