Pages that link to "Item:Q5389961"
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The following pages link to ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961):
Displayed 4 items.
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
- Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
- Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (Q5265852) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)