Pages that link to "Item:Q1020895"
From MaRDI portal
The following pages link to Multivariate modelling of long memory processes with common components (Q1020895):
Displaying 5 items.
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- An omnibus noise filter (Q964661) (← links)
- Editorial: 2nd special issue on statistical signal extraction and filtering (Q1020884) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
