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

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+Time series: theory and methods.
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+Efficient parameter estimation for self-similar processes
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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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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+ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
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+Gaussian semiparametric estimation of long range dependence
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