The following pages link to Wilfredo Palma (Q391506):
Displaying 27 items.
- Retraction notice to: ``Regression estimation with locally stationary long-memory errors'' (Q391508) (← links)
- Regression estimation with locally stationary long-memory errors (Q391509) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- Data analysis using regression models with missing observations and long-memory: an application study (Q959290) (← links)
- On the sample mean of locally stationary long-memory processes (Q993821) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- On the eigenstructure of generalized fractional processes. (Q1423091) (← links)
- State space modeling of long-memory processes (Q1807089) (← links)
- A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
- Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
- (Q2803795) (← links)
- Fitting non-Gaussian persistent data (Q2862418) (← links)
- Long‐Memory Time Series (Q3445737) (← links)
- A Class of Antipersistent Processes (Q3505318) (← links)
- Estimation of Long-Memory Time Series Models: a Survey of Different Likelihood-Based Methods (Q3571979) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- Estimation and Forecasting of Locally Stationary Processes (Q4687311) (← links)
- Miscellanea. Statistical analysis of incomplete long-range dependent data (Q4937286) (← links)
- Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822) (← links)
- (Q5207120) (← links)
- On the Estimation of Locally Stationary Long-Memory Processes (Q5220361) (← links)
- Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
- Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971054) (← links)
