Pages that link to "Item:Q4431620"
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The following pages link to Semiparametric robust tests on seasonal or cyclical long memory time series (Q4431620):
Displayed 15 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- On the invertibility of seasonally adjusted series (Q1695537) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
- Deterministic seasonality versus seasonal fractional integration (Q2386153) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
- Estimation of the frequency in cyclical long-memory series (Q5300759) (← links)
- Modelling U.S. monthly inflation in terms of a jointly seasonal and non-seasonal long memory process (Q5467275) (← links)
- Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619) (← links)
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)