The following pages link to (Q5817022):
Displaying 12 items.
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- Understanding resident mobility in Milan through independent component analysis of Telecom Italia mobile usage data (Q312926) (← links)
- Numerical experimentation with time-series methods for convolution integral equation (Q914350) (← links)
- Computational experience with the spectral smoothing method for differentiating noisy data (Q1157870) (← links)
- Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes (Q1286660) (← links)
- A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- Improved estimates of statistical regularization parameters in Fourier differentiation and smoothing (Q1820546) (← links)
- Parameter estimation of random fields with long-range dependence (Q1894051) (← links)
- The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
- Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
