Pages that link to "Item:Q1623516"

The following pages link to Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516):

Displayed 8 items.

• A simple test on structural change in long-memory time series (Q135940) ‎ (← links)
• Long memory affine term structure models (Q898585) ‎ (← links)
• Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox (Q1695672) ‎ (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) ‎ (← links)
• Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks (Q2687889) ‎ (← links)
• Using the hybrid Phillips curve with memory to forecast US inflation (Q2691718) ‎ (← links)
• Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) ‎ (← links)
• Estimation and forecasting of long memory stochastic volatility models (Q6039116) ‎ (← links)