Pages that link to "Item:Q1350272"

The following pages link to Estimation of the fractionally differencing parameter with the R/S method (Q1350272):

Displayed 4 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) ‎ (← links)
• A comparison of techniques of estimation in long-memory processes. (Q1128623) ‎ (← links)
• Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) ‎ (← links)
• Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) ‎ (← links)