Pages that link to "Item:Q4819471"
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The following pages link to Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471):
Displaying 13 items.
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- Estimation of stochastic volatility with LRD (Q929714) (← links)
- On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
- Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- On the Whittle estimators for some classes of continuous-parameter random processes and fields (Q2493798) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- On the Structure and Estimation of Reflection Positive Processes (Q5459915) (← links)
- Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization (Q6102371) (← links)
