Gao, Jiti; Anh, Vo; Heyde, Chris Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (English) Zbl 1059.60024 Stochastic Processes Appl. 99, No. 2, 295-321 (2002). Reviewer: Zuzana Prášková (Praha) MSC: 60F05 60G15 60G51 62M15 PDFBibTeX XMLCite \textit{J. Gao} et al., Stochastic Processes Appl. 99, No. 2, 295--321 (2002; Zbl 1059.60024) Full Text: DOI
Anh, V. V.; Heyde, C. C.; Leonenko, N. N. Dynamic models of long-memory processes driven by Lévy noise. (English) Zbl 1016.60039 J. Appl. Probab. 39, No. 4, 730-747 (2002). Reviewer: Jiří Anděl (Praha) MSC: 60G10 PDFBibTeX XMLCite \textit{V. V. Anh} et al., J. Appl. Probab. 39, No. 4, 730--747 (2002; Zbl 1016.60039) Full Text: DOI
Gao, Jiti; Anh, Vo; Heyde, Chris; Tieng, Quang Parameter estimation of stochastic process with long-range dependence and intermittency. (English) Zbl 0979.62071 J. Time Ser. Anal. 22, No. 5, 517-535 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 62M15 62F10 62M09 PDFBibTeX XMLCite \textit{J. Gao} et al., J. Time Ser. Anal. 22, No. 5, 517--535 (2001; Zbl 0979.62071) Full Text: DOI
Anh, V. V. (ed.); Heyde, C. C. (ed.) Special issue on Long-range dependence. Queensland Univ. of Technology, Brisbane, Australia, January 28–30, 1997. (English) Zbl 0929.00050 J. Stat. Plann. Inference 80, No. 1-2, 292 p. (1999). MSC: 00B25 62M10 62-06 PDFBibTeX XMLCite \textit{V. V. Anh} (ed.) and \textit{C. C. Heyde} (ed.), J. Stat. Plann. Inference 80, No. 1--2, 292~p. (1999; Zbl 0929.00050)
Anh, V. V.; Heyde, C. C.; Tieng, Q. Stochastic models for fractal processes. (English) Zbl 0954.62099 J. Stat. Plann. Inference 80, No. 1-2, 123-135 (1999). Reviewer: Andrew Olenko (Kyïv) MSC: 62M09 42C40 62F10 PDFBibTeX XMLCite \textit{V. V. Anh} et al., J. Stat. Plann. Inference 80, No. 1--2, 123--135 (1999; Zbl 0954.62099) Full Text: DOI