Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances
From MaRDI portal
Publication:5585953
DOI10.2307/2525574zbMath0191.51002OpenAlexW2032502219MaRDI QIDQ5585953
Publication date: 1969
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2525574
Related Items (30)
Unnamed Item ⋮ A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS ⋮ Including Long-Range Dependence in Integrate-and-Fire Models of the High Interspike-Interval Variability of Cortical Neurons ⋮ Long memory with stochastic variance model: a recursive analysis for US inflation ⋮ ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM ⋮ A comparison of techniques of estimation in long-memory processes. ⋮ LÉVY-STABLE PRODUCTIVITY SHOCKS ⋮ Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications ⋮ Robust estimation based on grouped-adjusted data in linear regression models ⋮ On the nature and impact of self-similarity in real-time systems ⋮ Multi-fractal cancer risk assessment ⋮ Reduced long-range dependence combining Poisson bursts with on-off sources ⋮ Mice and Elephants Visualization of Internet Traffic ⋮ Time series analysis via rank order theory: Signed-rank tests for ARMA models ⋮ Fractal nature of highway traffic data ⋮ A Long-Range Dependent Model for Network Traffic with Flow-Scale Correlations ⋮ On the measurement and treatment of extremes in time series ⋮ A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS ⋮ Convergence of superpositions of scaled renewal processes with a finite number of different distributions ⋮ A semiparametric two-step estimator in a multivariate long memory model ⋮ Anomalous is ubiquitous ⋮ On the Performance of TDMA Protocols Under Self-Similar Traffic: A Simulation Study ⋮ Fractional motions ⋮ Superposition of Diffusions with Linear Generator and its Multifractal Limit Process ⋮ Bayesian inference for the offered optical network unit load ⋮ Visualization and inference based on wavelet coefficients, SiZer and SiNos ⋮ Universal spectral densities: white and flicker noises ⋮ A simple construction of the fractional Brownian motion. ⋮ Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models ⋮ Limit theorems on the self-normalized range for weakly and strongly dependent processes
This page was built for publication: Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances
