Testing for long memory in the Asian foreign exchange rates (Q863018): Difference between revisions

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+Long-Term Memory in Stock Market Prices
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+Normal rank
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+Testing of unit root and other nonstationary hypotheses in macroeconomic time series
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+Q4865042
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+Normal rank
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+Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series
+Normal rank
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
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+Fractional differencing
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+Normal rank
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Limit theorems on the self-normalized range for weakly and strongly dependent processes
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+Gaussian semiparametric estimation of long range dependence
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+Q4869738
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+Normal rank
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+Q3415782
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+Q4220567
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+Calculating and analyzing impulse responses for the vector ARFIMA model.
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