Pages that link to "Item:Q853943"
From MaRDI portal
The following pages link to Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943):
Displaying 9 items.
- Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
- Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
- Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100) (← links)
- Long memory conditional random fields on regular lattices (Q6626607) (← links)
