Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances

Cited in

(32)

Visualization and inference based on wavelet coefficients, SiZer and SiNos
A comparison of techniques of estimation in long-memory processes.
Time series analysis via rank order theory: Signed-rank tests for ARMA models
A semiparametric two-step estimator in a multivariate long memory model
Long memory with stochastic variance model: a recursive analysis for US inflation
Convergence of superpositions of scaled renewal processes with a finite number of different distributions
Fractal nature of highway traffic data
A simple construction of the fractional Brownian motion.
Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications
Bayesian inference for the offered optical network unit load
A limit theorem for mildly explosive autoregression with stable errors
Long memory and fractional differencing: revisiting Clive W. J. Granger's contributions and further developments
Multi-fractal cancer risk assessment
A long-range dependent model for network traffic with flow-scale correlations
A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
Universal spectral densities: white and Flicker noises
Including Long-Range Dependence in Integrate-and-Fire Models of the High Interspike-Interval Variability of Cortical Neurons
Mice and elephants visualization of Internet traffic
LÉVY-STABLE PRODUCTIVITY SHOCKS
ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM
On the nature and impact of self-similarity in real-time systems
On the Performance of TDMA Protocols Under Self-Similar Traffic: A Simulation Study
Reduced long-range dependence combining Poisson bursts with on-off sources
Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
Limit theorems on the self-normalized range for weakly and strongly dependent processes
On the measurement and treatment of extremes in time series
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
Robust inference in AR-G/GARCH models under model uncertainty
Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise
Anomalous is ubiquitous
Fractional motions
Robust estimation based on grouped-adjusted data in linear regression models

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