Pages that link to "Item:Q1208963"

The following pages link to Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963):

Displaying 41 items.

• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
• Automatic spectral density estimation for random fields on a lattice via bootstrap (Q619084) (← links)
• Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
• Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
• On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
• Maximum likelihood estimation in vector long memory processes via EM algorithm (Q961903) (← links)
• A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833) (← links)
• On least squares estimation for long-memory lattice processes (Q1036782) (← links)
• Nonlinear time series with long memory: A model for stochastic volatility (Q1299552) (← links)
• Parameter identification for singular random fields arising in Burgers' turbulence (Q1304370) (← links)
• A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
• Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
• On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
• Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
• On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
• Parameter estimation of random fields with long-range dependence (Q1894051) (← links)
• On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
• The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
• On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
• Automatic estimation of spatial spectra via smoothing splines (Q2135879) (← links)
• Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
• A general frequency domain method for assessing spatial covariance structures (Q2203611) (← links)
• Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
• Spectral methods in spatial statistics (Q2321387) (← links)
• Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
• Statistical inference using higher-order information (Q2370522) (← links)
• Long-range dependent time series specification (Q2435219) (← links)
• A simple test for the equality of integration orders (Q2439794) (← links)
• On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
• Modified Whittle estimation of multilateral models on a lattice (Q2493134) (← links)
• On the Whittle estimators for some classes of continuous-parameter random processes and fields (Q2493798) (← links)
• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields (Q3085576) (← links)
• The stochastic growth equation: the growth of funds (Q3151932) (← links)
• Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
• Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence (Q4822450) (← links)
• ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (Q4881704) (← links)
• Exploring long-memory process in the prediction of interval-valued financial time series and its application (Q6130997) (← links)