Pages that link to "Item:Q961404"

The following pages link to Type I and type II fractional Brownian motions: a reconsideration (Q961404):

Displaying 17 items.

• Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
• A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
• Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
• Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
• DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
• Long Memory in Integrated and Realized Variance (Q2930712) (← links)
• (Q2971501) (← links)
• THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205) (← links)
• Simulation of sub-Gaussian processes using wavelets (Q3094133) (← links)
• Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
• Regulated fractionally integrated processes (Q5397975) (← links)
• Wavelet energy ratio unit root tests (Q5860909) (← links)
• Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)