References in zbMATH (referenced in 588 articles , 1 standard article )

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  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. Beyhaghi, Pooriya; Alimo, Ryan; Bewley, Thomas: A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging (2020)
  5. 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)
  6. 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)
  7. Düker, Marie-Christine: Limit theorems in the context of multivariate long-range dependence (2020)
  8. Durieu, Olivier; Samorodnitsky, Gennady; Wang, Yizao: From infinite urn schemes to self-similar stable processes (2020)
  9. Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian: Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (2020)
  10. Iksanov, Alexander; Rashytov, Bohdan: A functional limit theorem for general shot noise processes (2020)
  11. Koul, Hira L.; Li, Fang: Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (2020)
  12. Kukacka, Jiri; Kristoufek, Ladislav: Do `complex’ financial models really lead to complex dynamics? Agent-based models and multifractality (2020)
  13. Martin, Gael M.; Nadarajah, K.; Poskitt, D. S.: Issues in the estimation of mis-specified models of fractionally integrated processes (2020)
  14. Moon, Ji Eun; Park, Cheolyong; Ha, Jeongcheol; Hwang, Sun Young; Kim, Tae Yoon: Stationarity test based on density approach (2020)
  15. Olenko, Andriy; Omari, Dareen: Reduction principle for functionals of vector random fields (2020)
  16. Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas: Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (2020)
  17. Shen, Yi; Wang, Yizao: Operator-scaling Gaussian random fields via aggregation (2020)
  18. Tarasov, Vasily E.: Cagan model of inflation with power-law memory effects (2020)
  19. Wang, Lihong: Lack of fit test for long memory regression models (2020)
  20. Yan, Hongxuan; Peters, Gareth W.; Chan, Jennifer S. K.: Multivariate long-memory cohort mortality models (2020)

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