Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943): Difference between revisions

@@ Property / cites work @@
+An Asymptotic Result for the Finite Predictor.
@@ Property / cites work: An Asymptotic Result for the Finite Predictor. / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Linear prediction by autoregressive model fitting in the time domain
+Normal rank
@@ Property / cites work @@
+Autoregressive and window estimates of the inverse correlation function
+Normal rank
@@ Property / cites work @@
+Q4356544
@@ Property / cites work: Q4356544 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations and limit theory for quadratic forms of linear processes
+Normal rank
@@ Property / cites work @@
+An exponential model for the spectrum of a scalar time series
+Normal rank
@@ Property / cites work @@
+Q4082810
@@ Property / cites work: Q4082810 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models
+Normal rank
@@ Property / cites work @@
+Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials
+Normal rank
@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
+Normal rank
@@ Property / cites work @@
+Broadband log-periodogram regression of time series with long-range dependence
+Normal rank
@@ Property / cites work @@
+Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence
+Normal rank
@@ Property / cites work @@
+Q5613635
@@ Property / cites work: Q5613635 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5556138
@@ Property / cites work: Q5556138 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
+Normal rank
@@ Property / cites work @@
+An optimal autoregressive spectral estimate
@@ Property / cites work: An optimal autoregressive spectral estimate / rank @@
+Normal rank