The following pages link to longmemo (Q23163):
Displaying 50 items.
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Estimating aggregate autoregressive processes when only macro data are available (Q485694) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Higher order fractional stable motion: hyperdiffusion with heavy tails (Q503384) (← links)
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- The Poisson aggregation process (Q509201) (← links)
- Generalized fractional Laplace motion (Q514123) (← links)
- Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations (Q517971) (← links)
- Local linear estimation for regression models with locally stationary long memory errors (Q530373) (← links)
- Synthesis of multifractional Gaussian noises based on variable-order fractional operators (Q537275) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
- Generation of self-similar processes for simulation studies of telecommunication networks (Q596881) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Asymptotic optimal designs under long-range dependence error structure (Q605883) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642) (← links)
- Nonlinear time series: computations and applications (Q613795) (← links)
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- Model-free stochastic processes studied with \(q\)-wavelet-based informational tools (Q620816) (← links)
- A class of negatively fractal dimensional Gaussian random functions (Q624745) (← links)
- mBm-based scalings of traffic propagated in internet (Q624747) (← links)
- Long memory from Sauerbrey equation: a case in coated quartz crystal microbalance in terms of ammonia (Q624753) (← links)
- Fractional Brownian motion and long term clinical trial recruitment (Q629109) (← links)
- Efficient estimation of spectral functionals for continuous-time stationary models (Q634700) (← links)
- Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
- The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
- Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence (Q645442) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- Permutation entropy of fractional Brownian motion and fractional Gaussian noise (Q716960) (← links)
- The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
- Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series (Q725238) (← links)
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
- Properties of seasonal long memory processes (Q732661) (← links)
- Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Fractional motions (Q740796) (← links)
- Can Markov switching model generate long memory? (Q741329) (← links)
- Central limit theorem for linear processes with infinite variance (Q742110) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Optimal portfolios with end-of-period target (Q764803) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
