The following pages link to The Hurst effect under trends (Q3040228):
Displaying 42 items.
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (Q68580) (← links)
- Long memory estimation for complex-valued time series (Q149485) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- The Hurst phenomenon and the rescaled range statistic (Q335652) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Spurious regression (Q609686) (← links)
- The increment ratio statistic under deterministic trends (Q616536) (← links)
- On a nonparametric change point detection model in Markovian regimes (Q899057) (← links)
- Evaluating currency risk in emerging markets (Q996771) (← links)
- Integrated functionals of normal and fractional processes (Q1009478) (← links)
- Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374) (← links)
- Log-periodogram estimation of the memory parameter of a long-memory process under trend. (Q1424467) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Long strange segments of a stochastic process. (Q1872448) (← links)
- A modified multifractal detrended fluctuation analysis (MFDFA) approach for multifractal analysis of precipitation (Q2072302) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- The increment ratio statistic (Q2476149) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- Rescaled range analysis in the presence of stochastic trend (Q2643023) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
- A novel Bayesian approach to estimate long memory parameter (Q3390609) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835) (← links)
- Why Aggregate Long Memory Time Series? (Q3539877) (← links)
- APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL (Q3583032) (← links)
- A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- A GENERALIZATION OF FRACTAL INTERPOLATION STOCHASTIC PROCESSES TO HIGHER DIMENSIONS (Q4810252) (← links)
- ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (Q4881704) (← links)
- MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS (Q4979496) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (Q5106867) (← links)
- QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE (Q5176760) (← links)
- Piecewise FARIMA models for long-memory time series (Q5300822) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Long memory and regime switching (Q5952029) (← links)
- Fractional Gaussian fields: a survey (Q5965312) (← links)
- Parameter Estimation Robust to Low-Frequency Contamination (Q6616635) (← links)
