Pages that link to "Item:Q2748303"
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The following pages link to Non-mixing properties of long memory processes (Q2748303):
Displayed 6 items.
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
- Generalised kernel smoothing for non-negative stationary ergodic processes (Q3068116) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)