The following pages link to Long-Memory Processes (Q4904942):
Displaying 50 items.
- Long memory estimation for complex-valued time series (Q149485) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- EWMA control charts for detecting changes in the mean of a long-memory process (Q263901) (← links)
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Approximation of the Rosenblatt sheet (Q305890) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations (Q517971) (← links)
- Local linear estimation for regression models with locally stationary long memory errors (Q530373) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- Can Markov switching model generate long memory? (Q741329) (← links)
- Lack of fit test for long memory regression models (Q779683) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- On the memory of products of long range dependent time series (Q1672905) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Sensitivity of the Hermite rank (Q1730932) (← links)
- Productivity with fatigue and long memory: fractional calculus approach (Q1738682) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← links)
- Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis (Q1983069) (← links)
- From infinite urn schemes to self-similar stable processes (Q1986033) (← links)
- A family of random sup-measures with long-range dependence (Q1994515) (← links)
- On multivariate fractional random fields: tempering and operator-stable laws (Q1995730) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Convergence of long-memory discrete \(k\)th order Volterra processes (Q2018569) (← links)
- The difference of symmetric quantiles under long range dependence (Q2018635) (← links)
- Fractional nonlinear dynamics of learning with memory (Q2022807) (← links)
- Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
- Reduction principle for functionals of strong-weak dependent vector random fields (Q2032341) (← links)
- Time-non-local Pearson diffusions (Q2034638) (← links)
- Random discretization of stationary continuous time processes (Q2036302) (← links)
- A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
- Recent developments on fractional point processes (Q2050307) (← links)
- Randomized multivariate central limit theorems for ergodic homogeneous random fields (Q2059685) (← links)
- Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
- Tsallis conditional mutual information in investigating long range correlation in symbol sequences (Q2067092) (← links)
- Modeling temporally uncorrelated components of complex-valued stationary processes (Q2068984) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
