3

Estimation and forecasting of long-memory processes with missing values

Year:
1997
Language:
english
File:
PDF, 264 KB
english, 1997
4

The approximation of long-memory processes by an ARMA model

Year:
2001
Language:
english
File:
PDF, 196 KB
english, 2001
6

State Space Modeling of Long-Memory Processes

Year:
1998
Language:
english
File:
PDF, 1.74 MB
english, 1998
7

Fitting non-Gaussian persistent data

Year:
2011
Language:
english
File:
PDF, 259 KB
english, 2011
8

Estimation and Forecasting of Locally Stationary Processes

Year:
2012
Language:
english
File:
PDF, 933 KB
english, 2012
9

A ground-level ozone forecasting model for Santiago, Chile

Year:
2002
Language:
english
File:
PDF, 426 KB
english, 2002
11

Assessing influence in Gaussian long-memory models

Year:
2008
Language:
english
File:
PDF, 677 KB
english, 2008
12

On the sample mean of locally stationary long-memory processes

Year:
2010
Language:
english
File:
PDF, 232 KB
english, 2010
13

On the eigenstructure of generalized fractional processes

Year:
2003
Language:
english
File:
PDF, 246 KB
english, 2003
14

Analysis of the correlation structure of square time series

Year:
2004
Language:
english
File:
PDF, 193 KB
english, 2004
15

Efficient Estimation of Seasonal Long-Range-Dependent Processes

Year:
2005
Language:
english
File:
PDF, 465 KB
english, 2005
16

A Class of Antipersistent Processes

Year:
2007
Language:
english
File:
PDF, 526 KB
english, 2007
17

An intervention analysis of air quality data at Santiago, Chile

Year:
2000
Language:
english
File:
PDF, 370 KB
english, 2000
18

Minimum distance estimation of ARFIMA processes

Year:
2013
Language:
english
File:
PDF, 348 KB
english, 2013
22

Statistical Analysis of Incomplete Long-Range Dependent Data

Year:
1999
Language:
english
File:
PDF, 617 KB
english, 1999
29

[Wiley Series in Probability and Statistics] Long-Memory Time Series || Topic Index

Year:
2007
Language:
english
File:
PDF, 912 KB
english, 2007
31

An efficient estimator for locally stationary Gaussian long-memory processes

Year:
2010
Language:
english
File:
PDF, 660 KB
english, 2010
46

[Wiley Series in Probability and Statistics] Long-Memory Time Series (Theory and Methods) || References

Year:
2007
Language:
english
File:
PDF, 2.36 MB
english, 2007