Linear prediction of long-range dependent time series (English)
- New search for: Godet, Fanny
- New search for: Godet, Fanny
In:
ESAIM: Probability and Statistics
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13
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115-134
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2009
- Article (Journal) / Electronic Resource
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Title:Linear prediction of long-range dependent time series
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Contributors:Godet, Fanny ( author )
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Published in:ESAIM: Probability and Statistics ; 13 ; 115-134
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Publisher:
- New search for: EDP Sciences
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Publication date:2009-03-01
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Size:20 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
- New search for: 62M10 / 62M20
- Further information on Mathematics Subject Classification
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Keywords:
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Classification:
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Source:
Table of contents – Volume 13
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Asymptotic unbiased density estimatorsHengartner, Nicolas W. / Matzner-Løber, Éric et al. | 2009
- 15
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Digital search trees and chaos game representation*Cénac, Peggy / Chauvin, Brigitte / Ginouillac, Stéphane / Pouyanne, Nicolas et al. | 2009
- 38
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Number of hidden states and memory: a joint order estimation problem for Markov chains with Markov regimeChambaz, Antoine / Matias, Catherine et al. | 2009
- 51
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Tail estimates for homogenization theorems in random mediaBoivin, Daniel et al. | 2009
- 70
-
Histogram selection in non Gaussian regressionSauvé, Marie et al. | 2009
- 87
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Estimation of the hazard function in a semiparametric model with covariate measurement errorMartin-Magniette, Marie-Laure / Taupin, Marie-Luce et al. | 2009
- 115
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Linear prediction of long-range dependent time seriesGodet, Fanny et al. | 2009
- 135
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Plug-in estimators for higher-order transition densities in autoregressionSchick, Anton / Wefelmeyer, Wolfgang et al. | 2009
- 152
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Penalisations of multidimensional Brownian motion, VIRoynette, Bernard / Vallois, Pierre / Yor, Marc et al. | 2009
- 181
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A comparison of automatic histogram constructionsDavies, Laurie / Gather, Ursula / Nordman, Dan / Weinert, Henrike et al. | 2009
- 197
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Filtering the Wright-Fisher diffusionChaleyat-Maurel, Mireille / Genon-Catalot, Valentine et al. | 2009
- 218
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Universal Ls-rate-optimality of Lr-optimal quantizers by dilatation and contractionSagna, Abass et al. | 2009
- 247
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Enhanced Gaussian processes and applicationsCoutin, Laure / Victoir, Nicolas et al. | 2009
- 261
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Holderian invariance principle for Hilbertian linear processesRackauskas, A. / Suquet, C. et al. | 2009
- 261
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Hölderian invariance principle for Hilbertian linear processesRačkauskas, Alfredas / Suquet, Charles et al. | 2009
- 276
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Estimation and tests in finite mixture models of nonparametric densitiesPons, Odile et al. | 2009
- 283
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Power of A Class of Goodness-of-Fit Tests IWithers, Christopher S. / Nadarajah, Saralees et al. | 2009
- 301
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The likelihood ratio test for general mixture models with or without structural parameterAzaïs, Jean-Marc / Gassiat, Élisabeth / Mercadier, Cécile et al. | 2009
- 328
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On the number of word occurrences in a semi-Markov sequence of lettersKaraliopoulou, Margarita et al. | 2009
- 343
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Capacity bounds for the CDMA system and a neural network: a moderate deviations approachLöwe, Matthias / Vermet, Franck et al. | 2009
- 363
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Model selection for quantum homodyne tomographyKahn, Jonas et al. | 2009
- 400
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Matchings and the variance of Lipschitz functionsBarthe, Franck / O'Connell, Neil et al. | 2009
- 409
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Shao's theorem on the maximum of standardized random walk increments for multidimensional arraysKabluchko, Zakhar / Munk, Axel et al. | 2009
- 417
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Transient random walk in ${\mathbb Z}^2$ with stationary orientationsPène, Françoise et al. | 2009
- 417
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Transient random walk in Z^2 with stationary orientationsPene, F. et al. | 2009
- 437
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On the reduction of a random basisAkhavi, Ali / Marckert, Jean-François / Rouault, Alain et al. | 2009