Pages that link to "Item:Q1909951"
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The following pages link to Fractional ARIMA with stable innovations (Q1909951):
Displaying 50 items.
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- Sign tests for long-memory time series (Q265025) (← links)
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642) (← links)
- Impulse responses of antipersistent processes (Q694922) (← links)
- Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
- Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717) (← links)
- New classes of self-similar symmetric stable random fields (Q1332400) (← links)
- The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
- Weak convergence of multivariate fractional processes (Q1411878) (← links)
- Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (Q1427529) (← links)
- Estimation for regression with infinite variance errors (Q1596877) (← 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)
- Seasonal FIEGARCH processes (Q1615155) (← links)
- Invariance principles for tempered fractionally integrated processes (Q1615896) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- Spatio-temporal analysis with short- and long-memory dependence: a state-space approach (Q1708368) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Stable limits of empirical processes of moving averages with infinite variance. (Q1766034) (← links)
- Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach (Q1790429) (← links)
- Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes. (Q1872355) (← links)
- Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- A characterization of mixing processes of type G (Q1908202) (← links)
- Infinite variance stable moving averages with long memory (Q1922360) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- Limit theorems for linear random fields with innovations in the domain of attraction of a stable law (Q2145788) (← links)
- A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages (Q2184590) (← links)
- Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Spectral covariance and limit theorems for random fields with infinite variance (Q2374405) (← links)
- The asymptotic codifference and covariation of log-fractional stable noise (Q2451783) (← links)
- Randomly fractionally integrated processes (Q2471657) (← links)
- AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
- Explicit representation of finite predictor coefficients and its applications (Q2497189) (← links)
- Long- versus medium-run identification in fractionally integrated VAR models (Q2512358) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Tests of long memory: a bootstrap approach (Q2575452) (← links)
- A consistent estimator for skewness of partial sums of dependent data (Q2658002) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
