Pages that link to "Item:Q1429319"

The following pages link to A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319):

Displaying 23 items.

• Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
• Nonstationarity-extended local Whittle estimation (Q289222) (← links)
• Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
• Asymptotic equivalence of spectral density estimation and Gaussian white noise (Q847633) (← links)
• A data-driven test to compare two or multiple time series (Q901611) (← links)
• Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
• Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
• Central limit theorem for Fourier transforms of stationary processes (Q1958466) (← links)
• Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
• Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
• Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
• A frequency domain empirical likelihood method for irregularly spaced spatial data (Q2343954) (← links)
• A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
• Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions (Q2416783) (← links)
• On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
• Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
• A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes (Q5157812) (← links)
• Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (Q6089379) (← links)