Pages that link to "Item:Q3557550"
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The following pages link to EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550):
Displayed 4 items.
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
