The following pages link to (Q4694369):
Displaying 8 items.
- Estimation of mis-specified long memory models (Q278055) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Stationary persistent time series misspecified as nonstationary arima (Q1815624) (← links)
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- Prediction of long memory processes on same-realisation (Q2655052) (← links)
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- Out-of-sample forecast errors in misspecific perturbed long memory processes. (Q5956472) (← links)