Pages that link to "Item:Q3141188"

The following pages link to REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES (Q3141188):

Displaying 18 items.

• No-cointegration test based on fractional differencing: Some Monte Carlo results (Q1304366) (← links)
• Some simulations and applications of forecasting long-memory time-series models (Q1304368) (← links)
• Long-term dependence in stock returns (Q1391610) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• The bias of lag window estimators of the fractional difference parameter. (Q1432802) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
• Fast computation and practical use of amplitudes at non-Fourier frequencies (Q2666997) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• Time Domain Estimation of Long Range Dependence (Q4239549) (← links)
• The periodogram regression:correction and comments (Q4337127) (← links)
• Fitting a fractional ARIMA model to time series data (Q4338565) (← links)
• A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (Q4406237) (← links)
• THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129) (← links)
• LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793) (← links)
• HEAVY-TAILED DISTRIBUTION AND LOCAL LONG MEMORY IN TIME SERIES OF MOLECULAR MOTION ON THE CELL MEMBRANE (Q4911785) (← links)
• (Q5389657) (← links)