The following pages link to (Q3399435):
Displaying 45 items.
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
- Tempered Hermite process (Q340791) (← links)
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Weak convergence in the near unit root setting (Q385116) (← links)
- Operator self-similar processes and functional central limit theorems (Q402717) (← links)
- Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- The universality of homogeneous polynomial forms and critical limits (Q501838) (← links)
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- Local linear estimation for regression models with locally stationary long memory errors (Q530373) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- A note on the normalizing sequences for sums of linear processes in the case of negative memory (Q683359) (← links)
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- On the trace approximation problem for truncated Toeplitz operators and matrices (Q736390) (← links)
- Lack of fit test for long memory regression models (Q779683) (← links)
- A note on linear processes with tapered innovations (Q779839) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- On fixed gain recursive estimators with discontinuity in the parameters (Q4967798) (← links)
- Long range dependence for stable random processes (Q4997693) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model (Q5049923) (← links)
- Harmonically Weighted Processes (Q5111777) (← links)
- Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
- Long range dependence of heavy-tailed random functions (Q5152512) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
- Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory (Q5226144) (← links)
- The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148) (← links)
- Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages (Q5881049) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data (Q6138630) (← links)
- Estimation on unevenly spaced time series (Q6176939) (← links)
- Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
