Pages that link to "Item:Q4280039"
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The following pages link to Bias in the sample autocorrelations of fractional noise (Q4280039):
Displaying 14 items.
- A small sample confidence interval for autoregressive parameters (Q951044) (← links)
- Variance bound of ACF estimation of one block of fGn with LRD (Q966356) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes (Q2295017) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)
- GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (Q4792117) (← links)
- A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
