Pages that link to "Item:Q1914263"
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The following pages link to Gaussian semiparametric estimation of long range dependence (Q1914263):
Displaying 16 items.
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- Functional limit theorems for Volterra processes and applications to homogenization* (Q5062135) (← links)
- Parametric estimation for functional autoregressive processes on the sphere (Q5080405) (← links)
- Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
- Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Order Selection and Inference with Long Memory Dependent Data (Q5226141) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
- Statistical challenges in microrheology (Q5397947) (← links)
- Strong dependence in the nominal exchange rates of the Polish zloty (Q5430341) (← links)
- Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- Long memory, spurious memory: persistence in range-based volatility of exchange rates (Q6138864) (← links)
- Time series modeling of paleoclimate data (Q6179614) (← links)
