farima processes
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On-line Monitoring Long Memory Parameter Change Point in FARIMA Processes

ESSE 2017 ◽

10.1515/9783110540048-051 ◽

2017 ◽

pp. 495-503

Keyword(s):

Long Memory ◽

Change Point ◽

Parameter Change ◽

On Line ◽

Farima Processes ◽

Memory Parameter

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Obtaining prediction intervals for FARIMA processes using the sieve bootstrap

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2013.781271 ◽

2013 ◽

Vol 84 (9) ◽

pp. 2044-2058 ◽

Cited By ~ 2

Author(s):

Maduka Rupasinghe ◽

Purna Mukhopadhyay ◽

V.A. Samaranayake

Keyword(s):

Prediction Intervals ◽

Sieve Bootstrap ◽

Farima Processes

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A statistical inference method for a subset of long-range dependent FARIMA processes

2012 IEEE Statistical Signal Processing Workshop (SSP) ◽

10.1109/ssp.2012.6319730 ◽

2012 ◽

Author(s):

Magnus Mossberg

Keyword(s):

Statistical Inference ◽

Long Range ◽

Inference Method ◽

Farima Processes

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FARIMA processes with application to biophysical data

Journal of Statistical Mechanics Theory and Experiment ◽

10.1088/1742-5468/2012/05/p05015 ◽

2012 ◽

Vol 2012 (05) ◽

pp. P05015 ◽

Cited By ~ 13

Author(s):

Krzysztof Burnecki

Keyword(s):

Farima Processes

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Parameter estimation in FARIMA processes with applications to network traffic modeling

Proceedings of the Tenth IEEE Workshop on Statistical Signal and Array Processing (Cat. No.00TH8496) ◽

10.1109/ssap.2000.870176 ◽

2002 ◽

Cited By ~ 3

Author(s):

J. Ilow

Keyword(s):

Parameter Estimation ◽

Network Traffic ◽

Traffic Modeling ◽

Network Traffic Modeling ◽

Farima Processes

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Self-similar texture modeling using FARIMA processes with applications to satellite images

IEEE Transactions on Image Processing ◽

10.1109/83.918571 ◽

2001 ◽

Vol 10 (5) ◽

pp. 792-797 ◽

Cited By ~ 22

Author(s):

J. Ilow ◽

H. Leung

Keyword(s):

Satellite Images ◽

Texture Modeling ◽

Self Similar ◽

Farima Processes ◽

Similar Texture

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Prediction intervals for farima processes by bootstrap methods

Journal of Statistical Computation and Simulation ◽

10.1080/00949650108812065 ◽

2001 ◽

Vol 68 (2) ◽

pp. 185-201 ◽

Cited By ~ 2

Author(s):

Luisa Bisaglia ◽

Matteo Grigoletto

Keyword(s):

Prediction Intervals ◽

Bootstrap Methods ◽

Farima Processes

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farima processesRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

On-line Monitoring Long Memory Parameter Change Point in FARIMA Processes

Obtaining prediction intervals for FARIMA processes using the sieve bootstrap

A statistical inference method for a subset of long-range dependent FARIMA processes

FARIMA processes with application to biophysical data

Parameter estimation in FARIMA processes with applications to network traffic modeling

Self-similar texture modeling using FARIMA processes with applications to satellite images

Prediction intervals for farima processes by bootstrap methods

farima processes
Recently Published Documents