The following pages link to Memory and infrequent breaks (Q1589599):
Displaying 19 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
- Finding the relevant risk factors for asset pricing (Q957015) (← links)
- Simulation-based Bayesian estimation of an affine term structure model (Q957220) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- A stochastic approach to risk management for prostate cancer patients on active surveillance (Q1786034) (← links)
- Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (Q1934059) (← links)
- Analysis of shares frequency components on daily value-at-risk in emerging and developed markets (Q2163912) (← links)
- The increment ratio statistic (Q2476149) (← links)
- Heterogeneous expectations and long-range correlation of the volatility of asset returns (Q2866365) (← links)
- On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032) (← links)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- STOCHASTIC UNIT ROOT MODELS (Q3434190) (← links)
- APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL (Q3583032) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- First‐Order Autoregressive Processes with Heterogeneous Persistence (Q4828156) (← links)
- TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
