Pages that link to "Item:Q2463656"
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The following pages link to Invariance of the first difference in ARFIMA models (Q2463656):
Displaying 7 items.
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- Multifractal detrended fluctuation analysis: practical applications to financial time series (Q2228812) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
- A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
- Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control chart (Q5193451) (← links)
- A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes (Q5220830) (← links)
- Parameter estimation in Manneville-Pomeau processes (Q6090954) (← links)