Pages that link to "Item:Q5487367"

The following pages link to Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367):

Displaying 12 items.

• A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
• The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
• Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Inference of seasonal long-memory aggregate time series (Q1932238) (← links)
• The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
• Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)