Pages that link to "Item:Q5676955"

The following pages link to An exponential model for the spectrum of a scalar time series (Q5676955):

Displaying 28 items.

• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
• PARAMETER ESTIMATION IN EXPONENTIAL MODELS (Q3203890) (← links)
• Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis (Q3319643) (← links)
• A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
• Fractional integration and structural breaks at unknown periods of time (Q3608192) (← links)
• TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE (Q3653386) (← links)
• Differential geometry of a parametric family of invertible linear systems—Riemannian metric, dual affine connections, and divergence (Q3770366) (← links)
• HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES (Q4562546) (← links)
• Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
• Impact of missing data on the prediction of random fields (Q5036970) (← links)
• TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
• Linear and segmented trends in sea surface temperature data (Q5130268) (← links)
• Models for circular data from time series spectra (Q5135323) (← links)
• The Autoregressive metric for comparing time series models (Q5148505) (← links)
• Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
• Order Selection and Inference with Long Memory Dependent Data (Q5226141) (← links)
• Biological applications of time series frequency domain clustering (Q5397948) (← links)
• Strong dependence in the nominal exchange rates of the Polish zloty (Q5430341) (← links)
• Space‐time modelling of trends in temperature series (Q5495684) (← links)
• LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845) (← links)
• MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← links)
• Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
• Multistep ahead forecasting of vector time series (Q5864446) (← links)
• Covariate‐based cepstral parameterizations for time‐varying spatial error covariances (Q6090018) (← links)
• Homogeneity tests for one-way models with dependent errors under correlated groups (Q6114848) (← links)
• Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
• Long memory conditional random fields on regular lattices (Q6626607) (← links)