Pages that link to "Item:Q4203667"

The following pages link to ON GENERALIZED FRACTIONAL PROCESSES (Q4203667):

Displaying 33 items.

• Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
• Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
• A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
• Indirect inference for fractional time series models (Q4374348) (← links)
• A joint test of fractional cyclic integration and a linear time trend (Q4534174) (← links)
• Precious metals under the microscope: a high-frequency analysis (Q4683093) (← links)
• (Q4718517) (← links)
• Fourier transforms of stationary processes (Q4819740) (← links)
• LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793) (← links)
• ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
• Tempered fractional Poisson processes and fractional equations with <i>Z</i>-transform (Q4986449) (← links)
• On cointegration for processes integrated at different frequencies (Q5095290) (← links)
• On Singular Spectrum Analysis And Stepwise Time Series Reconstruction (Q5111778) (← links)
• Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
• Estimation of the frequency in cyclical long-memory series (Q5300759) (← links)
• (Q5389647) (← links)
• (Q5389657) (← links)
• Hyper-spherical and elliptical stochastic cycles (Q5391313) (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
• Linear prediction of long-range dependent time series (Q5851014) (← links)
• The memory of stochastic volatility models (Q5932777) (← links)
• Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)
• Exploring long-memory process in the prediction of interval-valued financial time series and its application (Q6130997) (← links)
• Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
• An introduction to vector Gegenbauer processes with long memory (Q6541468) (← links)
• Comparison of standard long memory time series (Q6564309) (← links)
• Cyclical long memory: decoupling, modulation, and modeling (Q6596208) (← links)
• GARTFIMA process and its empirical spectral density based estimation (Q6604252) (← links)
• Periodic trawl processes: simulation, statistical inference and applications in energy markets (Q6610446) (← links)
• Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)