References in zbMATH (referenced in 603 articles , 1 standard article )

1. Baek, Changryong; Kechagias, Stefanos; Pipiras, Vladas: Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (2020)
2. Bai, Shuyang; Owada, Takashi; Wang, Yizao: A functional non-central limit theorem for multiple-stable processes with long-range dependence (2020)
3. Bai, Shuyang; Taqqu, Murad S.: Limit theorems for long-memory flows on Wiener chaos (2020)
4. Bardet, Jean-Marc; Guenaizi, Abdellatif: Data-driven semi-parametric detection of multiple changes in long-range dependent processes (2020)
5. Beyhaghi, Pooriya; Alimo, Ryan; Bewley, Thomas: A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging (2020)
6. Brouste, Alexandre; Cai, Chunhao; Soltane, Marius; Wang, Longmin: Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (2020)
7. Carpena, Pedro; Bernaola-Galván, Pedro A.; Gómez-Extremera, Manuel; Coronado, Ana V.: Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution (2020)
8. David, S. A.; Machado, J. A. T.; Inácio, C. M. C.; Valentim, C. A.: A combined measure to differentiate EEG signals using fractal dimension and MFDFA-Hurst (2020)
9. Davis, Richard A.; Nielsen, Mikkel Slot; Rohde, Victor: Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes (2020)
10. Düker, Marie-Christine: Limit theorems in the context of multivariate long-range dependence (2020)
11. Durieu, Olivier; Samorodnitsky, Gennady; Wang, Yizao: From infinite urn schemes to self-similar stable processes (2020)
12. Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian: Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (2020)
13. Iksanov, Alexander; Rashytov, Bohdan: A functional limit theorem for general shot noise processes (2020)
14. Koul, Hira L.; Li, Fang: Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (2020)
15. Kukacka, Jiri; Kristoufek, Ladislav: Do `complex’ financial models really lead to complex dynamics? Agent-based models and multifractality (2020)
16. Li, Degui; Robinson, Peter M.; Shang, Han Lin: Long-range dependent curve time series (2020)
17. Martin, Gael M.; Nadarajah, K.; Poskitt, D. S.: Issues in the estimation of mis-specified models of fractionally integrated processes (2020)
18. Moon, Ji Eun; Park, Cheolyong; Ha, Jeongcheol; Hwang, Sun Young; Kim, Tae Yoon: Stationarity test based on density approach (2020)
19. Olenko, Andriy; Omari, Dareen: Reduction principle for functionals of vector random fields (2020)
20. Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas: Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (2020)