Pages that link to "Item:Q2742773"
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The following pages link to Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach (Q2742773):
Displaying 9 items.
- Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
- Random sampling of long-memory stationary processes (Q2266882) (← links)
- Orthogonal series density estimation in a disaggregation scheme (Q2495826) (← links)
- The empirical process for bivariate sequences with long memory (Q2573222) (← links)
- Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (Q4677016) (← links)
- Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367) (← links)
