Q5101767 (Q5101767): Difference between revisions

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+Long memory processes and fractional integration in econometrics
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+Q4865042
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+An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
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+Long-term and short-term price memory in the stock market
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Long memory relationships and the aggregation of dynamic models
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+TESTING FOR LONG MEMORY
@@ Property / cites work: TESTING FOR LONG MEMORY / rank @@
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+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+On the power of the KPSS test of stationarity against fractionally-integrated alternatives
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+A Nonparametric Test for I(0)
@@ Property / cites work: A Nonparametric Test for I(0) / rank @@
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+Averaged periodogram estimation of long memory
@@ Property / cites work: Averaged periodogram estimation of long memory / rank @@
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+Q3282360
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Semiparametric analysis of long-memory time series
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+Q4682143
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Testing for long memory in the Asian foreign exchange rates
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
@@ Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank @@
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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