Pages that link to "Item:Q4669474"

The following pages link to Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence (Q4669474):

Displaying 14 items.

• Asymptotic optimal designs under long-range dependence error structure (Q605883) (← links)
• Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations (Q839451) (← links)
• Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum (Q1729565) (← links)
• On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise (Q1759968) (← links)
• Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
• Asymptotic behavior of functionals of cyclic long-range dependent random fields (Q1948541) (← links)
• Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
• Orthogonal series density estimation in a disaggregation scheme (Q2495826) (← links)
• Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (Q2890087) (← links)
• Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular (Q2960455) (← links)
• Student processes (Q5694148) (← links)
• Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)