Pages that link to "Item:Q4870528"
From MaRDI portal
The following pages link to SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528):
Displaying 16 items.
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion (Q1265972) (← links)
- Parameter identification for singular random fields arising in Burgers' turbulence (Q1304370) (← links)
- Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere (Q1433796) (← links)
- On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields (Q1573636) (← links)
- Long memory continuous time models (Q1922361) (← links)
- Random discretization of stationary continuous time processes (Q2036302) (← links)
- Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- Long Memory in Integrated and Realized Variance (Q2930712) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- Self-similarity index estimation via wavelets for locally self-similar processes (Q5954821) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- Inference for continuous-time long memory randomly sampled processes (Q6581316) (← links)
- Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data (Q6631044) (← links)
