Long-Memory Time Series: Theory and Methods

By W. Palma. 2007

342 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b17ed4e7f08b159a1437d743287c7e1c1d46a393

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Xiaogang Wang
2. Xiaoou Tang
3. Ping Luo
4. Bolei Zhou
5. Wanli Ouyang
6. Dacheng Tao
7. Luc Van Gool
8. Yi Yang

Citations in the corpus

• Estimators for Long Range Dependence: An Empirical Study (2009, methodology): “See the volumes by Beran (1994), Embrechts and Maejima (2002), and Palma (2007) and the collections of Doukhan et al. (2003) and Robinson (2003) and the references therein.”
• Exact maximum likelihood estimators for drift fractional Brownian motions (2009, background): “The parameter estimation problem for long memory processes, in particular, the estimation for the Hurst parameter H , were extensively studied (see [1, 3, 5, 11]).”
• Understanding collective crowd behaviors: Learning a Mixture model of Dynamic pedestrian-Agents (2012, methodology): “and γk(m, g, h) are all computed efficiently by modified Kalman smoothing filter [14, 17], which can recursively estimate the hidden states given the partial observations.”