Pages that link to "Item:Q1922364"

The following pages link to The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364):

Displaying 20 items.

• Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
• Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
• A multivariate generalized long memory model (Q961012) (← links)
• Maximum likelihood estimation in vector long memory processes via EM algorithm (Q961903) (← links)
• A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833) (← links)
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
• Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
• Inference of seasonal long-memory aggregate time series (Q1932238) (← links)
• Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
• Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
• Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
• Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
• Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
• Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
• Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
• Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)
• Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
• Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)
• Exploring long-memory process in the prediction of interval-valued financial time series and its application (Q6130997) (← links)
• An introduction to vector Gegenbauer processes with long memory (Q6541468) (← links)