Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula Convergence of partial sum processes to stable processes with application for aggregation of branching processes. (English) Zbl 1505.60043 Braz. J. Probab. Stat. 36, No. 2, 315-348 (2022). Reviewer: Heinrich Hering (Rockenberg) MSC: 60G10 60G52 60J80 PDFBibTeX XMLCite \textit{M. Barczy} et al., Braz. J. Probab. Stat. 36, No. 2, 315--348 (2022; Zbl 1505.60043) Full Text: DOI arXiv
Moon, Ji Eun; Park, Cheolyong; Ha, Jeongcheol; Hwang, Sun Young; Kim, Tae Yoon Stationarity test based on density approach. (English) Zbl 1444.62060 J. Nonparametric Stat. 32, No. 2, 345-366 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62M10 62M07 60G10 62G07 PDFBibTeX XMLCite \textit{J. E. Moon} et al., J. Nonparametric Stat. 32, No. 2, 345--366 (2020; Zbl 1444.62060) Full Text: DOI
Ferreira, Guillermo; Piña, Nicolas; Porcu, Emilio Estimation of slowly time-varying trend function in long memory regression models. (English) Zbl 07192638 J. Stat. Comput. Simulation 88, No. 10, 1903-1920 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Ferreira} et al., J. Stat. Comput. Simulation 88, No. 10, 1903--1920 (2018; Zbl 07192638) Full Text: DOI
Dissanayake, G. S.; Peiris, M. S.; Proietti, T. Fractionally differenced Gegenbauer processes with long memory: a review. (English) Zbl 1403.62160 Stat. Sci. 33, No. 3, 413-426 (2018). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{G. S. Dissanayake} et al., Stat. Sci. 33, No. 3, 413--426 (2018; Zbl 1403.62160) Full Text: DOI Euclid
Richard, Alexandre; Orio, Patricio; Tanré, Etienne An integrate-and-fire model to generate spike trains with long-range dependence. (English) Zbl 1402.92110 J. Comput. Neurosci. 44, No. 3, 297-312 (2018). MSC: 92C20 PDFBibTeX XMLCite \textit{A. Richard} et al., J. Comput. Neurosci. 44, No. 3, 297--312 (2018; Zbl 1402.92110) Full Text: DOI arXiv
Boubaker, Heni A generalized ARFIMA model with smooth transition fractional integration parameter. (English) Zbl 1499.62300 J. Time Ser. Econom. 10, No. 1, Article No. 20150001, 20 p. (2018). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{H. Boubaker}, J. Time Ser. Econom. 10, No. 1, Article No. 20150001, 20 p. (2018; Zbl 1499.62300) Full Text: DOI
Bardet, Jean-Marc; Dola, Béchir Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics. (English) Zbl 1499.62298 J. Time Ser. Econom. 8, No. 2, 115-153 (2016). MSC: 62M10 62M07 62E20 62M15 62P20 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{B. Dola}, J. Time Ser. Econom. 8, No. 2, 115--153 (2016; Zbl 1499.62298) Full Text: DOI arXiv
Ghosh, Sucharita Surface estimation under local stationarity. (English) Zbl 1320.62093 J. Nonparametric Stat. 27, No. 2, 229-240 (2015). MSC: 62G08 62G07 PDFBibTeX XMLCite \textit{S. Ghosh}, J. Nonparametric Stat. 27, No. 2, 229--240 (2015; Zbl 1320.62093) Full Text: DOI
Pan, Baoguo; Chen, Min; Wang, Yan; Xia, Wei Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance. (English) Zbl 1311.62154 J. Korean Stat. Soc. 44, No. 1, 1-11 (2015). MSC: 62M10 62F12 62F03 62F05 PDFBibTeX XMLCite \textit{B. Pan} et al., J. Korean Stat. Soc. 44, No. 1, 1--11 (2015; Zbl 1311.62154) Full Text: DOI
Song, Li; Bondon, Pascal Piecewise FARIMA models for long-memory time series. (English) Zbl 1431.62419 J. Stat. Comput. Simulation 82, No. 9, 1367-1382 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{L. Song} and \textit{P. Bondon}, J. Stat. Comput. Simulation 82, No. 9, 1367--1382 (2012; Zbl 1431.62419) Full Text: DOI
Mondal, Debashis; Percival, Donald B. Wavelet variance analysis for gappy time series. (English) Zbl 1432.62309 Ann. Inst. Stat. Math. 62, No. 5, 943-966 (2010). MSC: 62M10 60F05 62M15 PDFBibTeX XMLCite \textit{D. Mondal} and \textit{D. B. Percival}, Ann. Inst. Stat. Math. 62, No. 5, 943--966 (2010; Zbl 1432.62309) Full Text: DOI
Palma, Wilfredo; Olea, Ricardo An efficient estimator for locally stationary Gaussian long-memory processes. (English) Zbl 1200.62109 Ann. Stat. 38, No. 5, 2958-2997 (2010). MSC: 62M10 60G15 62M09 65C05 62F12 62G05 PDFBibTeX XMLCite \textit{W. Palma} and \textit{R. Olea}, Ann. Stat. 38, No. 5, 2958--2997 (2010; Zbl 1200.62109) Full Text: DOI arXiv
Palma, Wilfredo On the sample mean of locally stationary long-memory processes. (English) Zbl 1233.62160 J. Stat. Plann. Inference 140, No. 12, 3764-3774 (2010). MSC: 62M10 62M09 60F05 62M15 65C60 PDFBibTeX XMLCite \textit{W. Palma}, J. Stat. Plann. Inference 140, No. 12, 3764--3774 (2010; Zbl 1233.62160) Full Text: DOI Link
Bisognin, C.; Lopes, S. R. C. Properties of seasonal long memory processes. (English) Zbl 1171.60336 Math. Comput. Modelling 49, No. 9-10, 1837-1851 (2009). MSC: 60G10 62M10 60G35 PDFBibTeX XMLCite \textit{C. Bisognin} and \textit{S. R. C. Lopes}, Math. Comput. Modelling 49, No. 9--10, 1837--1851 (2009; Zbl 1171.60336) Full Text: DOI
Beran, Jan On parameter estimation for locally stationary long-memory processes. (English) Zbl 1156.62055 J. Stat. Plann. Inference 139, No. 3, 900-915 (2009). MSC: 62M10 62F10 62E20 62M09 62F12 PDFBibTeX XMLCite \textit{J. Beran}, J. Stat. Plann. Inference 139, No. 3, 900--915 (2009; Zbl 1156.62055) Full Text: DOI
Park, Cheolwoo; Godtliebsen, Fred; Taqqu, Murad; Stoev, Stilian; Marron, J. S. Visualization and inference based on wavelet coefficients, SiZer and SiNos. (English) Zbl 1445.62236 Comput. Stat. Data Anal. 51, No. 12, 5994-6012 (2007). MSC: 62M10 94A12 PDFBibTeX XMLCite \textit{C. Park} et al., Comput. Stat. Data Anal. 51, No. 12, 5994--6012 (2007; Zbl 1445.62236) Full Text: DOI DOI
Genton, Marc G.; Perrin, Olivier; Taqqu, Murad S. Self-similarity and Lamperti transformation for random fields. (English) Zbl 1125.60046 Stoch. Models 23, No. 3, 397-411 (2007). MSC: 60G60 60G18 PDFBibTeX XMLCite \textit{M. G. Genton} et al., Stoch. Models 23, No. 3, 397--411 (2007; Zbl 1125.60046) Full Text: DOI Link
Lahiri, S. N. A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence. (English) Zbl 1039.62087 Ann. Stat. 31, No. 2, 613-641 (2003). MSC: 62M15 62E20 62M10 PDFBibTeX XMLCite \textit{S. N. Lahiri}, Ann. Stat. 31, No. 2, 613--641 (2003; Zbl 1039.62087) Full Text: DOI
Iglói, Endre; Terdik, György Superposition of diffusions with linear generator and its multifractal limit process. (English) Zbl 1017.60087 ESAIM, Probab. Stat. 7, 23-88 (2003). MSC: 60J60 60G10 93E12 60J70 PDFBibTeX XMLCite \textit{E. Iglói} and \textit{G. Terdik}, ESAIM, Probab. Stat. 7, 23--88 (2003; Zbl 1017.60087) Full Text: DOI Numdam EuDML
Iglói, E.; Terdik, Gy. Bilinear stochastic systems with fractional Brownian motion input. (English) Zbl 0948.60050 Ann. Appl. Probab. 9, No. 1, 46-77 (1999). Reviewer: Monique Pontier (Toulouse) MSC: 60H05 62M15 93E03 PDFBibTeX XMLCite \textit{E. Iglói} and \textit{Gy. Terdik}, Ann. Appl. Probab. 9, No. 1, 46--77 (1999; Zbl 0948.60050) Full Text: DOI
Koop, Gary; Ley, Eduardo; Osiewalski, Jacek; Steel, Mark F. J. Bayesian analysis of long memory and persistence using ARFIMA models. (English) Zbl 0873.62091 J. Econom. 76, No. 1-2, 149-169 (1997). MSC: 62M10 62F15 91B84 62P20 PDFBibTeX XMLCite \textit{G. Koop} et al., J. Econom. 76, No. 1--2, 149--169 (1997; Zbl 0873.62091) Full Text: DOI