Pages that link to "Item:Q1907493"
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The following pages link to A generalized fractionally differencing approach in long-memory modeling (Q1907493):
Displayed 12 items.
- Properties of seasonal long memory processes (Q732661) (← links)
- Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
- Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- Extreme values of particular non-linear processes (Q1608684) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
- Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
- Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
- Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
- Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)