An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (Q1344955): Difference between revisions

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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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+Q3742423
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+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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+Discrimination between monotonic trends and long-range dependence
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+Multiple Wiener-Ito integrals. With applications to limit theorems
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+Fractional Brownian Motions, Fractional Noises and Applications
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+MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION
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+Log-periodogram regression of time series with long range dependence
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+A noncentral limit theorem for quadratic forms of Gaussian stationary sequences
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+Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
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