Pages that link to "Item:Q1331846"

The following pages link to Fractional integration analysis of long-run behavior for US macroeconomic time series (Q1331846):

Displaying 11 items.

• Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
• Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
• No-cointegration test based on fractional differencing: Some Monte Carlo results (Q1304366) (← links)
• The origin of fat-tailed distributions in financial time series (Q1409108) (← links)
• Estimating the differencing parameter via the partial autocorrelation function (Q1586563) (← links)
• Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach (Q1790429) (← links)
• A mean shift break in the US interest rate. (Q1852937) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
• EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
• Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions (Q5947840) (← links)