Pages that link to "Item:Q1084821"

The following pages link to Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series (Q1084821):

Displaying 50 items.

• Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
• A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
• Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
• A wavelet lifting approach to long-memory estimation (Q149502) (← links)
• A bootstrap causality test for covariance stationary processes (Q262751) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• Residual log-periodogram inference for long-run relationships (Q269403) (← links)
• Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
• Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
• Estimation of mis-specified long memory models (Q278055) (← links)
• Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
• Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
• Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
• On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
• Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (Q412400) (← links)
• A new model for explaining long-range correlations in human time interval production (Q434977) (← links)
• Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
• Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
• Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
• Measuring the roughness of random paths by increment ratios (Q453302) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916) (← links)
• The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
• On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
• Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
• Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• Fractional integration, trend stationarity and difference stationarity (Q672762) (← links)
• An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• The change-of-variance function for dependent data (Q808574) (← links)
• Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
• Parameter estimates for fractional autoregressive spatial processes (Q817983) (← links)
• Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
• Testing a sub-hypothesis in linear regression models with long memory covariates and errors. (Q834020) (← links)
• Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
• Testing for long memory in the Asian foreign exchange rates (Q863018) (← links)
• Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
• Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
• Estimating the Hurst parameter (Q882909) (← links)
• Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• Multiple local Whittle estimation in stationary systems (Q955151) (← links)
• QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)