Long-memory processes. Probabilistic properties and statistical methods
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Publication:4904942
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(only showing first 100 items - show all)- Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes
- Long memory estimation for complex-valued time series
- A wavelet lifting approach to long-memory estimation
- A note on filtering for long memory processes
- The modified Yule-Walker method for \(\alpha\)-stable time series models
- An integrate-and-fire model to generate spike trains with long-range dependence
- Fractionally differenced Gegenbauer processes with long memory: a review
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
- State space modeling of Gegenbauer processes with long memory
- On the memory of products of long range dependent time series
- A multivariate test against spurious long memory
- Sensitivity of the Hermite rank
- Productivity with fatigue and long memory: fractional calculus approach
- Conditional statistical properties of the complex systems having long-duration memory
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
- LLN for quadratic forms of long memory time series and its applications in random matrix theory
- Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis
- From infinite urn schemes to self-similar stable processes
- A family of random sup-measures with long-range dependence
- On multivariate fractional random fields: tempering and operator-stable laws
- On a covariance structure of some subset of self-similar Gaussian processes
- Convergence of long-memory discrete \(k\)th order Volterra processes
- The difference of symmetric quantiles under long range dependence
- Fractional nonlinear dynamics of learning with memory
- Comparing the marginal densities of two strictly stationary linear processes
- Reduction principle for functionals of strong-weak dependent vector random fields
- Time-non-local Pearson diffusions
- Random discretization of stationary continuous time processes
- A general frequency domain estimation method for Gegenbauer processes
- Recent developments on fractional point processes
- Randomized multivariate central limit theorems for ergodic homogeneous random fields
- Pseudo-maximum likelihood estimators in linear regression models with fractional time series
- Tsallis conditional mutual information in investigating long range correlation in symbol sequences
- Modeling temporally uncorrelated components of complex-valued stationary processes
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
- Note on asymptotic behavior of spatial sign autocovariance matrices
- Estimation methods for stationary Gegenbauer processes
- Spectral analysis of multifractional LRD functional time series
- Nonlocal statistical mechanics: general fractional Liouville equations and their solutions
- How does tempering affect the local and global properties of fractional Brownian motion?
- Statistical estimation for stationary models with tapered data
- On nonparametric regression for bivariate circular long-memory time series
- Non-local solvable birth-death processes
- Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
- Statistical inference for stationary linear models with tapered data
- Bayesian semiparametric long memory models for discretized event data
- Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process
- Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
- Frequency domain bootstrap for ratio statistics under long-range dependence
- Asymptotics of estimators for nonparametric multivariate regression models with long memory
- Reduction principle for functionals of vector random fields
- Limit theorems in the context of multivariate long-range dependence
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- Concept of dynamic memory in economics
- Fractional and integer derivatives with continuously distributed lag
- Self-organization with memory
- On the empirical process of tempered moving averages
- Nearest neighbors estimation for long memory functional data
- Estimating FARIMA models with uncorrelated but non-independent error terms
- A comparison of Hurst exponent estimators in long-range dependent curve time series
- Lasso with long memory regression errors
- Minimum distance lack-of-fit tests under long memory errors
- On estimation of mean and covariance functions in repeated time series with long-memory errors
- Operator-scaling Gaussian random fields via aggregation
- Saddlepoint approximations for short and long memory time series: a frequency domain approach
- Biases in the simulation and analysis of fractal processes
- Degradation trend prediction for rotating machinery using long-range dependence and particle filter approach
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes
- Limit theorems for long-memory flows on Wiener chaos
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity
- On fractional Lévy processes: tempering, sample path properties and stochastic integration
- Anisotropic scaling limits of long-range dependent random fields
- Harrod-Domar growth model with memory and distributed lag
- Two-step wavelet-based estimation for Gaussian mixed fractional processes
- The tail empirical process for long memory stochastic volatility models with leverage
- An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost
- Macroeconomic models with long dynamic memory: fractional calculus approach
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
- Multichannel deconvolution with long range dependence: upper bounds on the \(L^p\)-risk \((1 \leq p < \infty)\)
- Statistical signatures of structural organization: the case of long memory in renewal processes
- Testing long memory based on a discretely observed process
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals
- Historical survey: the chronicles of fractional calculus
- Long memory, fractional integration, and cross-sectional aggregation
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
- Multichannel deconvolution with long-range dependence: a minimax study
- Long memory and self-similar processes
- Multivariate generalized linear-statistics of short range dependent data
- Estimation methods for the LRD parameter under a change in the mean
- EWMA control charts for detecting changes in the mean of a long-memory process
- Convergence of partial sum processes to stable processes with application for aggregation of branching processes
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity
- Moment estimator for an AR(1) model driven by a long memory Gaussian noise
- Rank-based change-point analysis for long-range dependent time series
- Delta-hedging in fractional volatility models
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
- On two sample inference for eigenspaces in functional data analysis with dependent errors
- Stochastic processes and long range dependence
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals
- A unified approach to self-normalized block sampling
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