Pages that link to "Item:Q1593608"
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The following pages link to Variance-type estimation of long memory (Q1593608):
Displayed 13 items.
- Long memory estimation for complex-valued time series (Q149485) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
- LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
- On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion (Q5756374) (← links)
- Detection of long range dependence in the time domain for (in)finite-variance time series (Q6192199) (← links)