Pages that link to "Item:Q1354498"

The following pages link to Parameter estimation for infinite variance fractional ARIMA (Q1354498):

Displaying 48 items.

• Sign tests for long-memory time series (Q265025) (← links)
• Study of on-line measurement of traffic self-similarity (Q300954) (← links)
• Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• On linear models with long memory and heavy-tailed errors (Q618159) (← links)
• Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
• Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
• Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
• Sample autocovariances of long-memory time series (Q1002560) (← links)
• Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
• The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables (Q1382493) (← links)
• The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
• Weak convergence of multivariate fractional processes (Q1411878) (← links)
• On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages (Q1568300) (← links)
• Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
• Recursive estimation for regression with infinite variance fractional ARIMA noise (Q1600533) (← links)
• Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
• The divisible sandpile with heavy-tailed variables (Q1660311) (← links)
• Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
• Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
• Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
• Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach (Q1790429) (← links)
• Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
• Narrow-band analysis of nonstationary processes (Q1848891) (← links)
• The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
• Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
• The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
• Stable-like fluctuations of Biggins' martingales (Q2010487) (← links)
• Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
• A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
• Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
• Inference in heavy-tailed vector error correction models (Q2294452) (← links)
• Principal components analysis of regularly varying functions (Q2325395) (← links)
• Convergence of quadratic forms with nonvanishing diagonal (Q2373662) (← links)
• Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (Q2469667) (← links)
• Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
• The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
• WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE (Q2886969) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
• Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
• ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES (Q3450350) (← links)
• Subsampling the mean of heavy‐tailed dependent observations (Q4828178) (← links)
• Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
• Long range dependence for stable random processes (Q4997693) (← links)
• Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model (Q5049923) (← links)
• Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
• Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)