Pages that link to "Item:Q4881704"
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The following pages link to ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (Q4881704):
Displaying 12 items.
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- Log-periodogram estimation of the memory parameter of a long-memory process under trend. (Q1424467) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
- Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835) (← links)
- A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
