The following pages link to Tests for Hurst effect (Q3753348):
Displaying 50 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Group sequential tests under fractional Brownian motion in monitoring clinical trials (Q257555) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Sample size determination for group sequential test under fractional Brownian motion (Q358885) (← links)
- On asymptotic constants in the theory of extremes for Gaussian processes (Q396021) (← links)
- Wavelet Fisher's information measure of \(1/f^\alpha\) signals (Q400933) (← links)
- Wavelet \(q\)-Fisher information for scaling signal analysis (Q406132) (← links)
- A study of wavelet analysis and data extraction from second-order self-similar time series (Q460127) (← links)
- Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876) (← links)
- Fractional Brownian motion and long term clinical trial recruitment (Q629109) (← links)
- Permutation entropy of fractional Brownian motion and fractional Gaussian noise (Q716960) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Fractional motions (Q740796) (← links)
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
- Fractal analyses for `short' time series: A re-assessment of classical methods (Q867994) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population (Q1125975) (← links)
- Estimation of the fractionally differencing parameter with the R/S method (Q1350272) (← links)
- Time series regression with long-range dependence (Q1355170) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
- Correlation properties of (discrete) fractional Gaussian noise and fractional Brownian motion (Q1665793) (← links)
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes (Q1782803) (← links)
- Quantum probes for fractional Gaussian processes (Q1783065) (← links)
- Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach (Q1790429) (← links)
- Semiparametric estimation of the long-range parameter (Q1880991) (← links)
- The simulation of random vector time series with given spectrum (Q1900292) (← links)
- Testing for structural change in a long-memory environment (Q1906291) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Averaged periodogram estimation of long memory (Q1922368) (← links)
- Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
- Contrasting chaos with noise via local versus global information quantifiers (Q1947715) (← links)
- Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies (Q1955297) (← links)
- Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
- A theoretical framework for the TTA algorithm (Q2078703) (← links)
- Contrasting stochasticity with chaos in a permutation Lempel-Ziv complexity -- Shannon entropy plane (Q2139332) (← links)
- Quantum systems for Monte Carlo methods and applications to fractional stochastic processes (Q2163670) (← links)
- Random diffusivity scenarios behind anomalous non-Gaussian diffusion (Q2169733) (← links)
- Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
- Biases in the simulation and analysis of fractal processes (Q2283757) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Gaussian processes and neuronal modeling (Q2461293) (← links)
