Pages that link to "Item:Q1922366"

The following pages link to Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366):

Displaying 14 items.

• Indirect inference for fractional time series models (Q4374348) (← links)
• Analysis of the correlation structure of square time series (Q4677028) (← links)
• Asymptotics of the sample mean and sample covariance of long-range-dependent series (Q4822475) (← links)
• Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
• Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
• Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments (Q5346580) (← links)
• BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
• The polynomial aggregated AR(1) model* (Q5469921) (← links)
• Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
• A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
• Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)
• Scaling limits of directed polymers in spatial-correlated environment (Q6165200) (← links)