Pages that link to "Item:Q4804729"

The following pages link to Dynamic models of long-memory processes driven by Lévy noise (Q4804729):

Displaying 33 items.

• Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
• Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations (Q839451) (← links)
• Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
• Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
• Lamperti-type laws (Q990380) (← links)
• Combining estimating functions for volatility (Q999000) (← links)
• Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
• Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
• On \(1/f\) noise (Q1955060) (← links)
• On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
• Fractionally integrated Gauss-Markov processes and applications (Q2038125) (← links)
• Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
• Statistical inference using higher-order information (Q2370522) (← links)
• On the Whittle estimators for some classes of continuous-parameter random processes and fields (Q2493798) (← links)
• Orthogonal series density estimation in a disaggregation scheme (Q2495826) (← links)
• Spectral properties of superpositions of Ornstein-Uhlenbeck type processes (Q2583517) (← links)
• Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
• Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes (Q2922895) (← links)
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields (Q3085576) (← links)
• Stochastic analysis and approximation of fractional diffusion (Q4435672) (← links)
• The use of the variogram in construction of stationary time series models (Q4660533) (← links)
• A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (Q4667987) (← links)
• Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
• Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence (Q4822450) (← links)
• Representations of continuous-time ARMA processes (Q4822474) (← links)
• On semilinear stochastic fractional differential equations of Volterra type (Q4828186) (← links)
• Fractional stochastic partial differential equation for random tangent fields on the sphere (Q5153147) (← links)
• Solutions of certain fractional kinetic equations and a fractional diffusion equation (Q5253974) (← links)
• A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116) (← links)
• Linnik processes (Q5324858) (← links)
• On the Structure and Estimation of Reflection Positive Processes (Q5459915) (← links)
• Student processes (Q5694148) (← links)
• Fractional kinetic equations driven by Gaussian or infinitely divisible noise (Q5694149) (← links)