Pages that link to "Item:Q5467602"

The following pages link to Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602):

Displaying 12 items.

• Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter (Q449019) (← links)
• Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
• LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
• Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
• Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
• Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
• Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678) (← links)
• Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (Q2469667) (← links)
• A Wavelet‐Based Bayesian Approach to Regression Models with Long Memory Errors and Its Application to fMRI Data (Q4919583) (← links)
• On highly skewed fractional log‐stable noise sequences and their application (Q6135351) (← links)
• Estimation of mixed fractional stable processes using high-frequency data (Q6183766) (← links)