Pages that link to "Item:Q1304368"

The following pages link to Some simulations and applications of forecasting long-memory time-series models (Q1304368):

Displaying 13 items.

• Properties of seasonal long memory processes (Q732661) (← links)
• A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (Q815480) (← links)
• Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
• On the predictability of long-range dependent series (Q966347) (← links)
• Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
• Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (Q1782687) (← links)
• Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• Estimation and forecasting hospital admissions due to Influenza: Planning for winter pressure. The case of the West Midlands, UK (Q3591980) (← links)
• A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
• CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES (Q4796470) (← links)
• Fractionally integrated ARMA for crude palm oil prices prediction: case of potentially overdifference (Q5129156) (← links)
• Parameter estimation in Manneville-Pomeau processes (Q6090954) (← links)