Pages that link to "Item:Q2937710"
From MaRDI portal
The following pages link to DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710):
Displayed 16 items.
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- Exponents of operator self-similar random fields (Q730237) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- Domain and range symmetries of operator fractional Brownian fields (Q1683808) (← links)
- Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
- Tangent fields, intrinsic stationarity, and self similarity (Q2119696) (← links)
- Limit theorems in the context of multivariate long-range dependence (Q2196372) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
- Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)