Pages that link to "Item:Q2294518"
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The following pages link to Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518):
Displaying 8 items.
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)
- Robust inference on correlation under general heterogeneity (Q6199632) (← links)
