Found 12 Documents (Results 1–12)
Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution. (English) Zbl 1254.60035
Reviewer: Alexander V. Bulinski (Moskva)
Computationally efficient methods for two multivariate fractionally integrated models. (English) Zbl 1224.62069
Reviewer: Mikhail Moklyachuk (Kyïv)
Quasi-maximum likelihood estimation for a class of continuous-time long-memory processes. (English) Zbl 1091.62090
Reviewer: R. E. Maiboroda (Kyïv)
Regression of spectral estimators with fractionally integrated time series. (English) Zbl 0782.62085
MSC:
62M15
Time-reversibility, identifiability and independence of innovations for stationary time series. (English) Zbl 0753.62058
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