Pages that link to "Item:Q2628842"
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The following pages link to Estimators of long-memory: Fourier versus wavelets (Q2628842):
Displayed 36 items.
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (Q412400) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- Central limit theorems for arrays of decimated linear processes (Q841489) (← links)
- Asymptotic normality of the estimators for fractional Brownian motions with discrete data (Q1723870) (← links)
- Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323) (← links)
- Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
- Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
- Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364) (← links)
- Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood (Q2297115) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← links)
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Asymptotic normality of wavelet estimators of the memory parameter for linear processes (Q3077662) (← links)
- A local limit theorem for linear random fields (Q5012861) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)
- Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
- A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
- MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
- Estimation of traffic matrices in the presence of long memory traffic (Q5193327) (← links)
- Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence (Q5298843) (← links)
- Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581) (← links)
- On the integrated mean squared error of wavelet density estimation for linear processes (Q6166014) (← links)
- On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations (Q6171302) (← links)