Pages that link to "Item:Q1304352"
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The following pages link to Alternative forms of fractional Brownian motion (Q1304352):
Displaying 50 items.
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Mixed Gaussian processes: a filtering approach (Q317498) (← links)
- Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation (Q331295) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (Q947255) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Weak convergence of multivariate fractional processes (Q1411878) (← links)
- Testing for a change in mean under fractional integration (Q1695680) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
- Spectral analysis of fractionally cointegrated systems (Q1927489) (← links)
- Noncontemporaneous cointegration and the importance of timing (Q1927729) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion (Q2100003) (← links)
- Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Riemann-Liouville and Weyl fractional oscillator processes (Q2267228) (← links)
- Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364) (← links)
- Estimating the mean under strong persistence (Q2300362) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Nonhomogeneous fractional integration and multifractional processes (Q2469495) (← links)
- The increment ratio statistic (Q2476149) (← links)
- Exact local Whittle estimation of fractional integration (Q2583422) (← links)
- ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
