Time Domain Estimation of Long Range Dependence (Q4239549): Difference between revisions

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+Parameter estimation in low order fractionally differenced ARMA processes
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+LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS
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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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+Fitting a fractional ARIMA model to time series data
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+REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES
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+Fractional differencing
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+ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
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