Pages that link to "Item:Q1263210"
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The following pages link to Parameter estimation in low order fractionally differenced ARMA processes (Q1263210):
Displaying 11 items.
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- On the effect of seasonal adjustment on the log-periodogram regression (Q1389567) (← links)
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479) (← links)
- Estimation in long memory time series models (Q3135647) (← links)
- Time Domain Estimation of Long Range Dependence (Q4239549) (← links)
- MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION (Q4272771) (← links)
- Fitting a fractional ARIMA model to time series data (Q4338565) (← links)
- A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838) (← links)
