Pages that link to "Item:Q2628842"

The following pages link to Estimators of long-memory: Fourier versus wavelets (Q2628842):

Displaying 28 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)
• MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
• On the integrated mean squared error of wavelet density estimation for linear processes (Q6166014) (← links)