Large Sample Inference for Long Memory Processes
By Liudas Giraitis, Hira L. Koul, Donatas Surgailis. 2012
297 citations recorded by the source corpus.
Subfields: Artificial Intelligence
View Paper: https://www.semanticscholar.org/paper/d2aea4fca733201f6fcd0b368bc1e800cde55f4e
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In Artificial Intelligence
- Murad S. Taqqu
- Shuyang Bai
- Peter M. Robinson
- George Kapetanios
- Tony Yates
- Degui Li
- Han Lin Shang
- Liudas Giraitis
Citations in the corpus
- Inference on stochastic time-varying coefficient models (2014, methodology): “GARMA models satisfy (3.5)-(3.6) with γ = 1/2, see section 7.2.2. of Giraitis, Koul, and Surgailis (2010).”
- Long-Range Dependent Curve Time Series (2020, background): “On the other hand, there have been many notable developments in the time series literature, especially over the past 30 years or so, on long-range dependent, or long memory, time series models (see, e.g., Beran 1994; Robinson 2003; Palma 2007; Giraitis, Koul, and Surgailis 2012; Beran et al. 2013).”
- Generalized Hermite processes, discrete chaos and limit theorems (2013, methodology): “[8] is that we add the shift cj for more flexibility.”