Pages that link to "Item:Q2638684"

The following pages link to A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate (Q2638684):

Displaying 50 items.

• Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
• Convergence of normalized quadratic forms (Q1304371) (← links)
• Testing and estimating in the change-point problem of the spectral function (Q1324835) (← links)
• Rates of convergence and optimal spectral bandwidth for long range dependence (Q1333578) (← links)
• On Toeplitz type quadratic functionals of stationary Gaussian processes (Q1343609) (← links)
• Time series regression with long-range dependence (Q1355170) (← links)
• A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
• Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
• The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
• The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables (Q1382493) (← links)
• Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
• Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
• A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
• Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
• SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
• On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Statistical inference for spatial statistics defined in the Fourier domain (Q1750275) (← links)
• State space modeling of long-memory processes (Q1807089) (← links)
• Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
• Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
• Semiparametric estimation of the long-range parameter (Q1880991) (← links)
• On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
• Testing for structural change in a long-memory environment (Q1906291) (← links)
• A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
• Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
• Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
• The change-point problem for dependent observations (Q1923424) (← links)
• Estimation of the dependence parameter in linear regression with long-range-dependent errors (Q1965876) (← links)
• On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
• Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
• Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
• Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
• Statistical estimation for stationary models with tapered data (Q2116627) (← links)
• Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
• Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
• Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
• Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
• Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
• Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes (Q2290086) (← links)
• Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
• Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
• Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
• Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)