Pages that link to "Item:Q2976205"
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The following pages link to THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205):
Displaying 10 items.
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049) (← links)
- Theory and applications of financial chaos index (Q2070531) (← links)
- Minimax filtering of sequences with periodically stationary increments (Q2132093) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- Estimating the mean under strong persistence (Q2300362) (← links)
- (Q2971501) (← links)
- To infinity and beyond: Efficient computation of ARCH(<i>∞</i>) models (Q4997702) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145) (← links)
