The following pages link to (Q3145545):
Displaying 9 items.
- On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
- Computation of the autocovariances for time series with multiple long-range persistencies (Q1659057) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- Generalised cepstral models for the spectrum of vector time series (Q2293719) (← links)
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
- Multistep ahead forecasting of vector time series (Q5864446) (← links)
- Covariate‐based cepstral parameterizations for time‐varying spatial error covariances (Q6090018) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
