References in zbMATH (referenced in 609 articles , 1 standard article )

Showing results 1 to 20 of 609.
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  1. Fallah, Somayeh; Mehrdoust, Farshid: CEV model equipped with the long-memory (2021)
  2. Longla, Martial; Peligrad, Magda: New robust confidence intervals for the mean under dependence (2021)
  3. Nadarajah, K.; Martin, Gael M.; Poskitt, D. S.: Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (2021)
  4. Baek, Changryong; Kechagias, Stefanos; Pipiras, Vladas: Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (2020)
  5. Bai, Shuyang; Owada, Takashi; Wang, Yizao: A functional non-central limit theorem for multiple-stable processes with long-range dependence (2020)
  6. Bai, Shuyang; Taqqu, Murad S.: Limit theorems for long-memory flows on Wiener chaos (2020)
  7. Bardet, Jean-Marc; Guenaizi, Abdellatif: Data-driven semi-parametric detection of multiple changes in long-range dependent processes (2020)
  8. Beran, Jan; Sabzikar, Farzad; Surgailis, Donatas; Telkmann, Klaus: On the empirical process of tempered moving averages (2020)
  9. Beyhaghi, Pooriya; Alimo, Ryan; Bewley, Thomas: A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging (2020)
  10. 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)
  11. 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)
  12. 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)
  13. 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)
  14. Düker, Marie-Christine: Limit theorems in the context of multivariate long-range dependence (2020)
  15. Durieu, Olivier; Samorodnitsky, Gennady; Wang, Yizao: From infinite urn schemes to self-similar stable processes (2020)
  16. Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian: Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (2020)
  17. Iksanov, Alexander; Rashytov, Bohdan: A functional limit theorem for general shot noise processes (2020)
  18. Koul, Hira L.; Li, Fang: Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (2020)
  19. Kukacka, Jiri; Kristoufek, Ladislav: Do `complex’ financial models really lead to complex dynamics? Agent-based models and multifractality (2020)
  20. Li, Degui; Robinson, Peter M.; Shang, Han Lin: Long-range dependent curve time series (2020)

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