On the Whittle estimators for some classes of continuous-parameter random processes and fields
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Publication:2493798
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Cited in
(27)- Local Whittle estimator for anisotropic random fields
- Statistical inference for reciprocal gamma diffusion process
- On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model
- Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
- On a class of minimum contrast estimators for fractional stochastic processes and fields
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
- Parameter estimation for Lévy-driven continuous-time linear models with tapered data
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
- Spectral analysis of multifractional LRD functional time series
- Statistical estimation for stationary models with tapered data
- Generalized Cauchy model of sea level fluctuations with long-range dependence
- Statistical inference for stationary linear models with tapered data
- Semiparametric analysis of long-range dependence in nonlinear regression
- A goodness-of-fit test for marginal distribution of linear random fields with long memory
- Minimum contrast parameter estimation for fractal random fields based on the wavelet periodogram
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- Econometric estimation in long-range dependent volatility models: theory and practice
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- Fractional iterated Ornstein-Uhlenbeck processes
- Estimation of causal continuous-time autoregressive moving average random fields
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- Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
- Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes
- On a class of minimum contrast estimators for Gegenbauer random fields
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