Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (Q4921636): Difference between revisions

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+LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS
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+Q4275389
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+An introduction to volatility models with indices
@@ Property / cites work: An introduction to volatility models with indices / rank @@
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+Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study
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+Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors
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