Found 8 Documents (Results 1–8)
A fast fractional difference algorithm. (English) Zbl 1311.65009
MSC:
65C60
62M10
Likelihood inference for discriminating between long-memory and change-point models. (English) Zbl 1282.62208
A simple test of changes in mean in the possible presence of long-range dependence. (English) Zbl 1273.62223
Local Whittle estimation of the memory parameter in presence of deterministic components. (English) Zbl 1224.62057
Reviewer: Mikhail Moklyachuk (Kyïv)
Filter Results by …
all
top 5
Author
- Comte, Fabienne (1)
- Davis, Richard A. (1)
- Didier, Gustavo (1)
- Fricks, John (1)
- Hill, David B. (1)
- Hurvich, Clifford M. (1)
- Iacone, Fabrizio (1)
- Jensen, Andreas Noack (1)
- Li, Degui (1)
- Mckinley, Scott A. (1)
- Nielsen, Morten Ørregaard (1)
- Robinson, Peter Michael (1)
- Sela, Rebecca J. (1)
- Shang, Han Lin (1)
- Shao, Xiaofeng (1)
- Yau, Chun Yip (1)
all
top 5
Volume
- 42, No. 5-6 (2021) (1)
- 35, No. 5 (2014) (1)
- 33, No. 5 (2012) (1)
- 33, No. 4 (2012) (1)
- 32, No. 6 (2011) (1)
- 31, No. 1 (2010) (1)
- 30, No. 6 (2009) (1)
- 17, No. 1 (1996) (1)