Estimation of fractional integration in the presence of data noise (Q1019941): Difference between revisions

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+Modeling and Forecasting Realized Volatility
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+Long memory processes and fractional integration in econometrics
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Q4845377
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+The detection and estimation of long memory in stochastic volatility
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+Estimating the fractionally integrated process in the presence of measurement errors
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+Fractional integration analysis of long-run behavior for US macroeconomic time series
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+Long memory and regime switching
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+Properties of nonlinear transformations of fractionally integrated processes.
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Testing of unit root and other nonstationary hypotheses in macroeconomic time series
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+Varieties of long memory models
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+Measurement errors and outliers in seasonal unit root testing
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+Q3827437
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+Alternative forms of fractional Brownian motion
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+Local Whittle estimation in nonstationary and unit root cases.
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+Gaussian semiparametric estimation of long range dependence
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+Log-periodogram regression of time series with long range dependence
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+Q4682143
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+Nonlinear log-periodogram regression for perturbed fractional processes
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
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+Long-memory property of nonlinear transformations of break processes
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