Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555): Difference between revisions

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+COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS
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+On an explicit formula in linear least squares prediction
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+Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models
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+Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Diagnostic Checking in ARMA Models With Uncorrelated Errors
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+Estimating linear representations of nonlinear processes
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+GARCH Models
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models
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