Pages that link to "Item:Q2407067"
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The following pages link to An \(M\)-estimator for the long-memory parameter (Q2407067):
Displaying 7 items.
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- A spectral approach to estimate the autocovariance function (Q2156825) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- <i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- Empirical study of robust estimation methods for PAR models with application to the air quality area (Q5085567) (← links)
- A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (Q6581300) (← links)