Pages that link to "Item:Q1858966"

The following pages link to Properties of nonlinear transformations of fractionally integrated processes. (Q1858966):

Displaying 21 items.

• Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
• An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
• Memory properties of transformations of linear processes (Q523450) (← links)
• On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
• The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• On the memory of products of long range dependent time series (Q1672905) (← links)
• Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
• Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
• Improvement of the nonparametric estimation of functional stationary time series using Yeo-Johnson transformation with application to temperature curves (Q2247643) (← links)
• Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
• Block sampling under strong dependence (Q2444643) (← links)
• (Q2971496) (← links)
• (Q2971502) (← links)
• Inducing normality from non-Gaussian long memory time series and its application to stock return data (Q3103156) (← links)
• CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY (Q3181946) (← links)
• UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
• Nonlinear system theory: Another look at dependence (Q5385851) (← links)