Chesneau, Christophe A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence. (English) Zbl 1307.62103 J. Probab. Stat. 2014, Article ID 403764, 12 p. (2014). MSC: 62G07 62M10 PDFBibTeX XMLCite \textit{C. Chesneau}, J. Probab. Stat. 2014, Article ID 403764, 12 p. (2014; Zbl 1307.62103) Full Text: DOI
Egrioglu, Erol; Aladag, Cagdas Hakan; Kadilar, Cem The CSS and the two-staged methods for parameter estimation in SARFIMA models. (English) Zbl 1229.62121 J. Probab. Stat. 2011, Article ID 691058, 11 p. (2011). MSC: 62M10 65C60 62F10 PDFBibTeX XMLCite \textit{E. Egrioglu} et al., J. Probab. Stat. 2011, Article ID 691058, 11 p. (2011; Zbl 1229.62121) Full Text: DOI
Linton, Oliver B.; Yan, Yang Semi- and nonparametric ARCH processes. (English) Zbl 1200.91305 J. Probab. Stat. 2011, Article ID 906212, 17 p. (2011). MSC: 91G70 62M10 62P05 PDFBibTeX XMLCite \textit{O. B. Linton} and \textit{Y. Yan}, J. Probab. Stat. 2011, Article ID 906212, 17 p. (2011; Zbl 1200.91305) Full Text: DOI EuDML
Ventosa-Santaulària, D. Spurious regression. (English) Zbl 1200.62112 J. Probab. Stat. 2009, Article ID 802975, 27 p. (2009). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{D. Ventosa-Santaulària}, J. Probab. Stat. 2009, Article ID 802975, 27 p. (2009; Zbl 1200.62112) Full Text: DOI EuDML