Pages that link to "Item:Q4337825"

The following pages link to RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE (Q4337825):

Displayed 23 items.

• Filtered log-periodogram regression of long memory processes (Q715791) ‎ (← links)
• An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) ‎ (← links)
• A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668) ‎ (← links)
• Moment bounds for non-linear functionals of the periodogram (Q981008) ‎ (← links)
• Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) ‎ (← links)
• Non-stationary log-periodogram regression (Q1298461) ‎ (← links)
• Non-parametric estimation of the long-range dependence exponent for Gaussian processes (Q1304374) ‎ (← links)
• Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) ‎ (← links)
• Broadband log-periodogram regression of time series with long-range dependence (Q1568278) ‎ (← links)
• The FEXP estimator for potentially non-stationary linear time series. (Q1766049) ‎ (← links)
• Semiparametric estimation of the long-range parameter (Q1880991) ‎ (← links)
• Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) ‎ (← links)
• Adaptive semiparametric estimation of the memory parameter. (Q1975523) ‎ (← links)
• The estimation of misspecified long memory models (Q2511781) ‎ (← links)
• Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) ‎ (← links)
• WHY FARIMA MODELS ARE BRITTLE (Q2865149) ‎ (← links)
• Asymptotic normality of wavelet estimators of the memory parameter for linear processes (Q3077662) ‎ (← links)
• On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) ‎ (← links)
• On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) ‎ (← links)
• CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (Q3510243) ‎ (← links)
• ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING (Q4658011) ‎ (← links)
• A Time‐Domain Semi‐parametric Estimate for Strongly Dependent Continuous‐Time Stationary Processes (Q4828163) ‎ (← links)
• Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170) ‎ (← links)