The following pages link to Seasonal FIEGARCH processes (Q1615155):
Displaying 3 items.
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
- SYMARFIMA: a dynamical model for conditionally symmetric time series with long range dependence mean structure (Q6101690) (← links)
