Detecting fuzzy periodic patterns in futures spreads (Q744771): Difference between revisions

@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Detecting changes from short to long memory
@@ Property / cites work: Detecting changes from short to long memory / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+The effect of tapering on the semiparametric estimators for nonstationary long memory processes
+Normal rank
@@ Property / cites work @@
+Testing for cycles in multiple time series
@@ Property / cites work: Testing for cycles in multiple time series / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a break in persistence under long-range dependencies and mean shifts
+Normal rank