A wavelet-based approach for modelling exchange rates (Q719004): Difference between revisions

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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Estimating a generalized long memory process
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+A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+ON GENERALIZED FRACTIONAL PROCESSES
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
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+A k-Factor GARMA Long-memory Model
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+Publication:719004