Pages that link to "Item:Q1807173"

The following pages link to Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173):

Displaying 34 items.

• Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
• Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
• Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
• Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
• An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
• Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
• Convergence of normalized quadratic forms (Q1304371) (← links)
• Central limit theorems for quadratic forms with time-domain conditions (Q1307086) (← links)
• On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
• On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
• A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
• On the Whittle estimators for some classes of continuous-parameter random processes and fields (Q2493798) (← links)
• The empirical process for bivariate sequences with long memory (Q2573222) (← links)
• Sampling properties of color independent component analysis (Q2657200) (← links)
• Moment estimator for an AR(1) model driven by a long memory Gaussian noise (Q2676893) (← links)
• On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series (Q2863050) (← links)
• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields (Q3085576) (← links)
• Inducing normality from non-Gaussian long memory time series and its application to stock return data (Q3103156) (← links)
• A Note on Whittle's Likelihood (Q3424293) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
• A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ^<i>d</i>-actions (Q4684933) (← links)
• Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence (Q4822450) (← links)
• FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY (Q5389962) (← links)
• (Q6045882) (← links)
• Long memory conditional random fields on regular lattices (Q6626607) (← links)
• Quasi-maximum likelihood estimation of long-memory linear processes (Q6635297) (← links)