Pages that link to "Item:Q1915449"
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The following pages link to A minimum distance estimator for long-memory processes (Q1915449):
Displayed 19 items.
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
- A new estimator of the fractionally integrated stochastic volatility model (Q1292339) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Estimating the differencing parameter via the partial autocorrelation function (Q1586563) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
- Minimum distance estimation of Markov-switching bilinear processes (Q2953974) (← links)
- (Q2971501) (← links)
- An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (Q3616257) (← links)
- The Variance Profile (Q4916499) (← links)
- A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
- Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)