Semi-parametric graphical estimation techniques for long-memory data

On the self-similar nature of Ethernet traffic (extended version)

1994 • 5,301 citations

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

1983 • 2,957 citations

Statistics for Long-Memory Processes.

1996 • 2,872 citations

Statistics for Long-Memory Processes.

1996 • 1,562 citations

Gaussian Semiparametric Estimation of Long Range Dependence

1995 • 1,480 citations

Log-Periodogram Regression of Time Series with Long Range Dependence

1995 • 1,278 citations

ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY

1995 • 1,176 citations

Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series

1986 • 908 citations

Weak convergence to fractional brownian motion and to the rosenblatt process

1975 • 810 citations

Efficient parameter estimation for self-similar processes

2006 • 719 citations

Efficient Parameter Estimation for Self-Similar Processes

1989 • 676 citations

G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance

1996 • 577 citations

The asymptotic theory of linear time-series models

1973 • 414 citations

Self-Similarity in High-Speed Packet Traffic: Analysis and Modeling of Ethernet Traffic Measurements

1995 • 411 citations

Semi parametric analysis of long memory time series

1994 • 401 citations

The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series

1998 • 366 citations

A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate

1990 • 355 citations

Semiparametric Analysis of Long-Memory Time Series

1994 • 335 citations

Discrimination between monotonic trends and long-range dependence

1986 • 243 citations

Parameter Estimation for ARMA Models with Infinite Variance Innovations

1995 • 193 citations

Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator

1997 • 158 citations

ASYMPTOTICS FOR THE LOW‐FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG‐MEMORY TIME SERIES

1993 • 147 citations

Bandwidth Choice in Gaussian Semiparametric Estimation of Long Range Dependence

1996 • 144 citations

Parameter estimation for infinite variance fractional ARIMA

1996 • 116 citations

Robustness of whittle-type estimators for time series with long-range dependence

1997 • 115 citations

A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES

1989 • 101 citations

Rates of convergence and optimal spectral bandwidth for long range dependence

1994 • 88 citations

AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG‐MEMORY TIME SERIES

1994 • 87 citations

Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence

1993 • 86 citations

Gaussian Semiparametric Estimation of Long-range Dependence

2003 • 69 citations