IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426): Difference between revisions

@@ Property / author @@
+Uwe Hassler
@@ Property / author: Uwe Hassler / rank @@
+Normal rank
@@ Property / author @@
+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory and long run variation
@@ Property / cites work: Long memory and long run variation / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
+Normal rank
@@ Property / cites work @@
+The integrated periodogram for long-memory processes with finite or infinite variance
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+A model for long memory conditional heteroscedasticity.
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+The distance between rival nonstationary fractional processes
+Normal rank
@@ Property / cites work @@
+Nonlinear models for strongly dependent processes with financial applications
+Normal rank
@@ Property / cites work @@
+Q4682143
@@ Property / cites work: Q4682143 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2754859
@@ Property / cites work: Q2754859 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
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@@ Property / cites work @@
+Parameter estimation for infinite variance fractional ARIMA
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466610000216
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@@ Property / OpenAlex ID @@
+W2155896691
@@ Property / OpenAlex ID: W2155896691 / rank @@
+Normal rank