Pages that link to "Item:Q1922366"
From MaRDI portal
The following pages link to Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366):
Displaying 50 items.
- Differentiating intraday seasonalities through wavelet multi-scaling (Q88369) (← links)
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- The effect of round-off error on long memory processes (Q905390) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
- On the sample mean of locally stationary long-memory processes (Q993821) (← links)
- On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
- Sample autocovariances of long-memory time series (Q1002560) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- A new estimator of the fractionally integrated stochastic volatility model (Q1292339) (← links)
- The bias of lag window estimators of the fractional difference parameter. (Q1432802) (← links)
- Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) (← links)
- Real-time monitoring test for realized volatility (Q1695554) (← links)
- Asymptotic normality of the estimators for fractional Brownian motions with discrete data (Q1723870) (← links)
- Sensitivity of the Hermite rank (Q1730932) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- The power of the KPSS-test for cointegration when residuals are fractionally integrated (Q1929109) (← links)
- From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions (Q2175326) (← links)
- Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (Q2194055) (← links)
- A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models (Q2220284) (← links)
- A moment-based notion of time dependence for functional time series (Q2330725) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
- On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Prediction of long memory processes on same-realisation (Q2655052) (← links)
- Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes (Q2852487) (← links)
- Heterogeneous expectations and long-range correlation of the volatility of asset returns (Q2866365) (← links)
- Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (Q2922163) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- Asymptotics of the sample mean and sample covariance of long-range-dependent series (Q4822475) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments (Q5346580) (← links)
- The polynomial aggregated AR(1) model* (Q5469921) (← links)
- Scaling limits of directed polymers in spatial-correlated environment (Q6165200) (← links)
