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- Nonparametric M-estimation with long-memory errors 2003-10-14 Paper Local polynomial fitting with long-memory, short-memory and antipersistent errors 2003-04-27...10 bytes (16 words) - 09:31, 9 December 2023
- regression models with long memory covariates and errors. 2009-08-17 Paper Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic...10 bytes (19 words) - 11:25, 8 December 2023
- Paper Robust estimation in long-memory processes under additive outliers 2009-08-01 Paper Robust estimation in long-memory processes under additive outliers...10 bytes (18 words) - 17:08, 9 December 2023
- Porter-Hudak's estimator of the memory parameter of a long-memory time series 1998-08-09 Paper Nonparametric regression with long-memory errors 1998-07-01 Paper...10 bytes (18 words) - 02:16, 10 December 2023
- 2003-05-18 Paper A model for long memory conditional heteroscedasticity. 2003-05-06 Paper Rescaled variance and related tests for long memory in volatility and levels...10 bytes (17 words) - 18:20, 8 December 2023
- processes 2021-06-28 Paper Aggregation and long memory: recent developments 2021-06-02 Paper Estimating Long Memory in Panel Random‐Coefficient AR(1) Data...10 bytes (16 words) - 22:46, 9 December 2023
- Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models 2022-05-31 Paper EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE...10 bytes (17 words) - 01:53, 10 December 2023
- estimation of the memory parameter of a long-memory process under trend. 2004-03-14 Paper Nonparametric M-estimation with long-memory errors 2003-10-14...10 bytes (16 words) - 16:15, 11 December 2023
- REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS 2003-05-18 Paper TESTING FOR LONG MEMORY IN VOLATILITY 2003-05-18...10 bytes (18 words) - 22:12, 10 December 2023
- 2009-02-28 Paper A re-examination of the Nile river data based on long memory at the long run and the cyclical frequencies 2009-02-03 Paper https://portal...10 bytes (21 words) - 17:30, 9 December 2023
- Random coefficient autoregression, regime switching and long memory 2004-06-10 Paper Long memory and stochastic trend. 2004-03-14 Paper https://portal.mardi4nfdi...10 bytes (17 words) - 17:28, 8 December 2023
- de/entity/Q5091892 2022-07-27 Paper Time varying long memory parameter estimation for locally stationary long memory processes 2022-05-20 Paper Notes on the result...10 bytes (16 words) - 19:10, 11 December 2023
- distance lack-of-fit tests under long memory errors 2015-02-19 Paper Projective Stochastic Equations and Nonlinear Long Memory 2015-01-19 Paper CONTEMPORANEOUS...10 bytes (16 words) - 17:39, 7 December 2023
- intervals of long memory processes 2011-07-06 Paper Generalised long-memory GARCH models for intra-daily volatility 2009-06-02 Paper Periodic Long-Memory GARCH...10 bytes (16 words) - 05:04, 13 December 2023
- semiparametric estimators for nonstationary long memory processes 2009-09-14 Paper Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application...10 bytes (16 words) - 23:13, 9 December 2023
- sampling of long-memory stationary processes 2010-02-26 Paper Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory 2009-02-19 Paper...10 bytes (18 words) - 01:31, 13 December 2023
- fitting with long-memory, short-memory and antipersistent errors 2003-04-27 Paper SEMIFAR models -- a semiparametric approach to modelling trends, long-range...10 bytes (16 words) - 11:49, 8 December 2023
- of the memory parameter for nonlinear time series 2007-05-29 Paper Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory 2006-06-16...10 bytes (16 words) - 00:41, 10 December 2023
- distributions for the heavy tailed long memory stochastic volatility process 2013-06-25 Paper Limit Theorems for Long-Memory Stochastic Volatility Models with...10 bytes (17 words) - 18:19, 8 December 2023
- Testing for Change in Long‐Memory Stochastic Volatility Time Series 2019-10-18 Paper The tail empirical process for long memory stochastic volatility models...10 bytes (16 words) - 17:03, 11 December 2023
