Add to ORKG[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=1017-0405&DestApp=JCR&RQ=IF_CAT_BOXPLO
long memory, ARCH models, semiparametric estimation, modified R / S , KPSS and V / S statistics, per...
International audienceIn this paper we discuss the properties of most important estimators of long-r...
This paper proposes an M-estimator for the fractional parameter of stationary long-range dependent p...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
The purpose of this paper is to study the convergence of the quasi-maximum likelihood (QML) estimato...
[[sponsorship]]統計科學研究所[[note]]已出版(accepted);[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
AbstractThe aggregation procedure when a sample of length N is divided into blocks of length m=o(N),...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
Contemporaneous aggregation of individual AR(1) random processes might lead to different properties ...
Abstract This paper deals with the problem of estimating the unknown parameters in a long-memory pro...
This paper introduces Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data of ...
Abstract. We study the autocorrelation structure of aggregates from a bi-variate continuous-time pro...
long memory, ARCH models, semiparametric estimation, modified R / S , KPSS and V / S statistics, per...
International audienceIn this paper we discuss the properties of most important estimators of long-r...
This paper proposes an M-estimator for the fractional parameter of stationary long-range dependent p...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
The purpose of this paper is to study the convergence of the quasi-maximum likelihood (QML) estimato...
[[sponsorship]]統計科學研究所[[note]]已出版(accepted);[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
AbstractThe aggregation procedure when a sample of length N is divided into blocks of length m=o(N),...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
Contemporaneous aggregation of individual AR(1) random processes might lead to different properties ...
Abstract This paper deals with the problem of estimating the unknown parameters in a long-memory pro...
This paper introduces Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data of ...
Abstract. We study the autocorrelation structure of aggregates from a bi-variate continuous-time pro...
long memory, ARCH models, semiparametric estimation, modified R / S , KPSS and V / S statistics, per...
International audienceIn this paper we discuss the properties of most important estimators of long-r...
This paper proposes an M-estimator for the fractional parameter of stationary long-range dependent p...