Pages that link to "Item:Q1766082"

The following pages link to Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082):

Displaying 14 items.

• Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
• On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
• Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
• Estimation of stochastic volatility with LRD (Q929714) (← links)
• On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
• Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
• Statistical inference using higher-order information (Q2370522) (← links)
• On the Whittle estimators for some classes of continuous-parameter random processes and fields (Q2493798) (← links)
• Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← 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)
• Parameter Estimation of Self-Similar Spatial Covariogram Models (Q3499059) (← links)
• Robust estimation for continuous-time linear models with memory (Q4606860) (← 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)