Pages that link to "Item:Q3707195"
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The following pages link to ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS (Q3707195):
Displayed 22 items.
- A test for additive outliers applicable to long-memory time series (Q956520) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence (Q1175664) (← links)
- M-estimators in linear models with long range dependent errors (Q1198999) (← links)
- Parameter estimation in low order fractionally differenced ARMA processes (Q1263210) (← links)
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
- Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
- A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
- The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
- Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Semiparametric estimation of the long-range parameter (Q1880991) (← links)
- A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Estimation of the dependence parameter in linear regression with long-range-dependent errors (Q1965876) (← links)
- Estimation in long memory time series models (Q3135647) (← links)
- Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
- Time Domain Estimation of Long Range Dependence (Q4239549) (← links)
- Fitting a fractional ARIMA model to time series data (Q4338565) (← links)