References in zbMATH (referenced in 319 articles , 1 standard article )

Showing results 1 to 20 of 319.
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  1. Benhenni, Karim; Hedli-Griche, Sonia; Rachdi, Mustapha: Regression models with correlated errors based on functional random design (2017)
  2. Longla, Martial: Remarks on limit theorems for reversible Markov processes and their applications (2017)
  3. Tenreiro Machado, J.A.; Kiryakova, Virginia: Historical survey: the chronicles of fractional calculus (2017)
  4. Azmoodeh, Ehsan; Peccati, Giovanni; Poly, Guillaume: The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds (2016)
  5. Beran, Jan; Liu, Haiyan: Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (2016)
  6. Beran, Jan; Liu, Haiyan; Telkmann, Klaus: On two sample inference for eigenspaces in functional data analysis with dependent errors (2016)
  7. Eliazar, Iddo: The Poisson aggregation process (2016)
  8. Ginovyan, M.S.; Sahakyan, A.A.: On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (2016)
  9. Jaisson, Thibault; Rosenbaum, Mathieu: The different asymptotic regimes of nearly unstable autoregressive processes (2016)
  10. Kawai, Reiichiro: Higher order fractional stable motion: hyperdiffusion with heavy tails (2016)
  11. Rabyk, Liubov; Schmid, Wolfgang: EWMA control charts for detecting changes in the mean of a long-memory process (2016)
  12. Shen, Guangjun; Yin, Xiuwei; Yan, Litan: Approximation of the Rosenblatt sheet (2016)
  13. Wang, Lihong: Local linear estimation for regression models with locally stationary long memory errors (2016)
  14. Baek, Changryong: A piecewise polynomial trend against long range dependence (2015)
  15. Baldovin, Fulvio; Caporin, Massimiliano; Caraglio, Michele; Stella, Attilio L.; Zamparo, Marco: Option pricing with non-Gaussian scaling and infinite-state switching volatility (2015)
  16. Barczy, Mátyás; Kern, Peter; Pap, Gyula: Dilatively stable stochastic processes and aggregate similarity (2015)
  17. Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita: Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (2015)
  18. Chang, Yen-Ching: Introducing an interpolation method to efficiently implement an approximate maximum likelihood estimator for the Hurst exponent (2015)
  19. Doukhan, P.; Pommeret, D.; Reboul, L.: Data driven smooth test of comparison for dependent sequences (2015)
  20. Koul, Hira; Surgailis, Donatas; Mimoto, Nao: Minimum distance lack-of-fit tests under long memory errors (2015)

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