Pages that link to "Item:Q3077667"

The following pages link to Computationally efficient methods for two multivariate fractionally integrated models (Q3077667):

Displaying 8 items.

• Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
• Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
• Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
• The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
• Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
• Bayesian Inference for ARFIMA Models (Q5226139) (← links)
• The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148) (← links)
• Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to Ravishanker, N. and B. K. Ray (1997) <i>Australian Journal of Statistics</i> 39 (3), 295–311 (Q5234447) (← links)