The following pages link to (Q4407607):
Displayed 17 items.
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840) (← links)
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) (← links)
- Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes (Q1020087) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
- Detection of long range dependence in the time domain for (in)finite-variance time series (Q6192199) (← links)