Pages that link to "Item:Q4299461"
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The following pages link to Fitting long-memory models by generalized linear regression (Q4299461):
Displayed 31 items.
- Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840) (← links)
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- On the predictability of long-range dependent series (Q966347) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration (Q1765007) (← links)
- Empirical evidence of the spot and the forward exchange rates in Canada. (Q1852949) (← links)
- Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida (Q1955261) (← links)
- Generalized fractional Gaussian noise and its application to traffic modeling (Q2070254) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
- WHY FARIMA MODELS ARE BRITTLE (Q2865149) (← links)
- Random time series in astronomy (Q2955474) (← links)
- A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- Approximate wavelet-based simulation of long memory processes (Q4675839) (← links)
- The Variance Profile (Q4916499) (← links)
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
- Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
- FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY (Q5389962) (← links)
- Space‐time modelling of trends in temperature series (Q5495684) (← links)
- LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845) (← links)
- MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← links)
- A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)