Pages that link to "Item:Q4236518"
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The following pages link to On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes (Q4236518):
Displaying 27 items.
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- A periodogram-based metric for time series classification (Q959352) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Long memory and changepoint models: a spectral classification procedure (Q1702010) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- On nonparametric regression for bivariate circular long-memory time series (Q2122802) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Long memory, fractional integration, and cross-sectional aggregation (Q2397718) (← links)
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ<sup><i>d</i></sup>-actions (Q4684933) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- Order Selection and Inference with Long Memory Dependent Data (Q5226141) (← links)
- Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes (Q5467620) (← links)
- A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
