A minimum distance estimator for long-memory processes (Q1915449): Difference between revisions

@@ 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 @@
+Q4137964
@@ Property / cites work: Q4137964 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
@@ Property / cites work @@
+Noncentral limit theorems for quadratic forms in random variables having long-range dependence
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+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 @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of the sample inverse autocorrelations of an autoregressive-moving average process
+Normal rank
@@ Property / cites work @@
+APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS
+Normal rank