Maïnassara, Yacouba Boubacar; Esstafa, Youssef; Saussereau, Bruno Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms. (English) Zbl 07690322 Electron. J. Stat. 17, No. 1, 1160-1239 (2023). MSC: 62M10 62F03 62F05 91B84 62P05 PDFBibTeX XMLCite \textit{Y. B. Maïnassara} et al., Electron. J. Stat. 17, No. 1, 1160--1239 (2023; Zbl 07690322) Full Text: DOI arXiv Link
Chaouch, Hicham; El Maroufy, Hamid; El Omari, Mohamed Statistical inference for models driven by \(n\)-th order fractional Brownian motion. (English) Zbl 07686918 Theory Probab. Math. Stat. 108, 29-43 (2023). MSC: 62F12 60G15 60G18 PDFBibTeX XMLCite \textit{H. Chaouch} et al., Theory Probab. Math. Stat. 108, 29--43 (2023; Zbl 07686918) Full Text: DOI
Boubacar Maïnassara, Yacouba; Esstafa, Youssef; Saussereau, Bruno Estimating FARIMA models with uncorrelated but non-independent error terms. (English) Zbl 1478.62248 Stat. Inference Stoch. Process. 24, No. 3, 549-608 (2021). MSC: 62M10 62M15 62F12 62P05 PDFBibTeX XMLCite \textit{Y. Boubacar Maïnassara} et al., Stat. Inference Stoch. Process. 24, No. 3, 549--608 (2021; Zbl 1478.62248) Full Text: DOI arXiv HAL
Chevillon, Guillaume; Mavroeidis, Sophocles Learning can generate long memory. (English) Zbl 1456.62185 J. Econom. 198, No. 1, 1-9 (2017). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{G. Chevillon} and \textit{S. Mavroeidis}, J. Econom. 198, No. 1, 1--9 (2017; Zbl 1456.62185) Full Text: DOI Link
Ghosh, Sucharita On local slope estimation in partial linear models under Gaussian subordination. (English) Zbl 1307.62113 J. Stat. Plann. Inference 155, 42-53 (2014). MSC: 62G08 62G05 62G20 62M10 60G15 PDFBibTeX XMLCite \textit{S. Ghosh}, J. Stat. Plann. Inference 155, 42--53 (2014; Zbl 1307.62113) Full Text: DOI
Kortas, Hedi; Dhifaoui, Zouhaier; Ben Ammou, Samir On wavelet analysis of the \(n\)th order fractional Brownian motion. (English) Zbl 1329.60106 Stat. Methods Appl. 21, No. 3, 251-277 (2012). MSC: 60G22 65T60 94A12 62M05 PDFBibTeX XMLCite \textit{H. Kortas} et al., Stat. Methods Appl. 21, No. 3, 251--277 (2012; Zbl 1329.60106) Full Text: DOI
Ciuperca, Gabriela Asymptotic behaviour of the LS estimator in a nonlinear model with long memory. (English) Zbl 1296.62139 J. Korean Stat. Soc. 40, No. 2, 193-203 (2011). MSC: 62J02 62F12 62F03 62M10 PDFBibTeX XMLCite \textit{G. Ciuperca}, J. Korean Stat. Soc. 40, No. 2, 193--203 (2011; Zbl 1296.62139) Full Text: DOI
Ivanov, A. V.; Leonenko, N. N. Semiparametric analysis of long-range dependence in nonlinear regression. (English) Zbl 1138.62310 J. Stat. Plann. Inference 138, No. 6, 1733-1753 (2008). MSC: 62E20 62J02 62M09 62F10 PDFBibTeX XMLCite \textit{A. V. Ivanov} and \textit{N. N. Leonenko}, J. Stat. Plann. Inference 138, No. 6, 1733--1753 (2008; Zbl 1138.62310) Full Text: DOI
Ho, Hwai-Chung; Hsu, Nan-Jung Polynomial trend regression with long-memory errors. (English) Zbl 1092.62086 J. Time Ser. Anal. 26, No. 3, 323-354 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62F10 62M15 PDFBibTeX XMLCite \textit{H.-C. Ho} and \textit{N.-J. Hsu}, J. Time Ser. Anal. 26, No. 3, 323--354 (2005; Zbl 1092.62086) Full Text: DOI
Nielsen, Morten Ørregaard Semiparametric estimation in time-series regression with long-range dependence. (English) Zbl 1097.62085 J. Time Ser. Anal. 26, No. 2, 279-304 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G08 62G20 PDFBibTeX XMLCite \textit{M. Ø. Nielsen}, J. Time Ser. Anal. 26, No. 2, 279--304 (2005; Zbl 1097.62085) Full Text: DOI
Nielsen, Morten Ørregaard Local empirical spectral measure of multivariate processes with long range dependence. (English) Zbl 1075.60031 Stochastic Processes Appl. 109, No. 1, 145-166 (2004). Reviewer: Jiří Anděl (Praha) MSC: 60G18 62M15 60F17 PDFBibTeX XMLCite \textit{M. Ø. Nielsen}, Stochastic Processes Appl. 109, No. 1, 145--166 (2004; Zbl 1075.60031) Full Text: DOI
El-Bassiouny, Ahmed H. Asymptotic inference for LSE in multivariate continuous regression models with long-memory random fields. (English) Zbl 1035.62047 Appl. Math. Comput. 151, No. 1, 251-262 (2004). MSC: 62H12 62M10 62E20 PDFBibTeX XMLCite \textit{A. H. El-Bassiouny}, Appl. Math. Comput. 151, No. 1, 251--262 (2004; Zbl 1035.62047) Full Text: DOI
El-Bassiouny, Ahmed H. On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors. (English) Zbl 1035.62091 Appl. Math. Comput. 149, No. 2, 369-378 (2004). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{A. H. El-Bassiouny}, Appl. Math. Comput. 149, No. 2, 369--378 (2004; Zbl 1035.62091) Full Text: DOI