Pages that link to "Item:Q939668"

The following pages link to A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668):

Displaying 26 items.

• Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
• A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
• Wavelet estimation of the memory parameter for long range dependent random fields (Q465640) (← links)
• Locally stationary long memory estimation (Q544490) (← links)
• Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
• Modeling teletraffic arrivals by a Poisson cluster process (Q854996) (← links)
• On least squares estimation for long-memory lattice processes (Q1036782) (← links)
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
• Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance (Q1929686) (← links)
• Needlet-Whittle estimates on the unit sphere (Q1951129) (← links)
• On multivariate fractional random fields: tempering and operator-stable laws (Q1995730) (← links)
• Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
• Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
• Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
• Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood (Q2297115) (← links)
• Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
• On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
• Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
• Estimation of long memory in volatility using wavelets (Q2691712) (← links)
• Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
• Asymptotic normality of wavelet estimators of the memory parameter for linear processes (Q3077662) (← links)
• Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments (Q3120051) (← links)
• MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
• Adaptive wavelet decompositions of stationary time series (Q5391314) (← links)