Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812): Difference between revisions

@@ Property / author @@
-Mikhail P. Moklyachuk
@@ Property / author: Mikhail P. Moklyachuk / rank @@
-Normal rank
@@ Property / author @@
+Mikhail P. Moklyachuk
@@ Property / author: Mikhail P. Moklyachuk / rank @@
+Normal rank
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+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1515/156939706779801714
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@@ Property / OpenAlex ID @@
+W4243005123
@@ Property / OpenAlex ID: W4243005123 / rank @@
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@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness of whittle-type estimators for time series with long-range dependence
+Normal rank
@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
+Normal rank
@@ Property / cites work @@
+SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
+Normal rank