Pages that link to "Item:Q5466754"
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The following pages link to How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754):
Displayed 20 items.
- Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- Local linear estimation for regression models with locally stationary long memory errors (Q530373) (← links)
- Memory parameter estimation for long range dependent random fields (Q1036745) (← links)
- Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← 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)
- Asymptotics of estimators for nonparametric multivariate regression models with long memory (Q2181556) (← links)
- Nearest neighbors estimation for long memory functional data (Q2220297) (← links)
- The aggregation of dynamic relationships caused by incomplete information (Q2511791) (← links)
- The nonparametric estimation of long memory spatio-temporal random field models (Q2516921) (← links)
- The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390) (← links)
- Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
- An informatic approach to a long memory stationary process (Q6068780) (← links)