References in zbMATH (referenced in 547 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; Taqqu, Murad S.: Limit theorems for long-memory flows on Wiener chaos (2020)
3. 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)
4. Shen, Yi; Wang, Yizao: Operator-scaling Gaussian random fields via aggregation (2020)
5. Yan, Hongxuan; Peters, Gareth W.; Chan, Jennifer S. K.: Multivariate long-memory cohort mortality models (2020)
6. Abry, Patrice; Didier, Gustavo; Li, Hui: Two-step wavelet-based estimation for Gaussian mixed fractional processes (2019)
7. Angst, Jürgen; Dalmao, Federico; Poly, Guillaume: On the real zeros of random trigonometric polynomials with dependent coefficients (2019)
8. Bai, Shuyang; Taqqu, Murad S.: Sensitivity of the Hermite rank (2019)
9. Benhenni, Karim; Hassan, Ali Hajj; Su, Yingcai: Local polynomial estimation of regression operators from functional data with correlated errors (2019)
10. Da Silva, S. T.; Prado, T. L.; Lopes, S. R.; Viana, R. L.: Correlated Brownian motion and diffusion of defects in spatially extended chaotic systems (2019)
11. Haynes, Jonathan; Schmitt, Daniel; Grimm, Lukas: Estimating stochastic volatility: the rough side to equity returns (2019)
12. Loch-Olszewska, Hanna: Properties and distribution of the dynamical functional for the fractional Gaussian noise (2019)
13. Rooch, Aeneas; Zelo, Ieva; Fried, Roland: Estimation methods for the LRD parameter under a change in the mean (2019)
14. Roume, Clément; Ezzina, Samar; Blain, Hubert; Delignières, Didier: Biases in the simulation and analysis of fractal processes (2019)
15. Skorniakov, V.: On a covariance structure of some subset of self-similar Gaussian processes (2019)
16. Sørbye, Sigrunn H.; Myrvoll-Nilsen, Eirik; Rue, Håvard: An approximate fractional Gaussian noise model with (\mathcalO(n)) computational cost (2019)
17. Surgailis, Donatas: Anisotropic scaling limits of long-range dependent random fields (2019)
18. Tarasova, Valentina V.; Tarasov, Vasily E.: Productivity with fatigue and long memory: fractional calculus approach (2019)
19. Tewes, Johannes; Politis, Dimitris N.; Nordman, Daniel J.: Convolved subsampling estimation with applications to block bootstrap (2019)
20. Yang, Guowu; Yang, Yuhong: Minimax-rate adaptive nonparametric regression with unknown correlations of errors (2019)