Pages that link to "Item:Q3242501"
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The following pages link to A Suggested Statistical Model of some Time Series which occur in Nature (Q3242501):
Displayed 17 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- A simple method for effective multi-site generation of stochastic hydrologic time series (Q954680) (← links)
- Multi-scale entropy analysis of Mississippi river flow (Q954734) (← links)
- The discrete Hurst range for skew independent two-valued inflows (Q1111877) (← links)
- Multifractal detrended cross-correlation analysis of coding and non-coding DNA sequences through chaos-game representation (Q1618655) (← links)
- How close is a fractional process to a random walk with drift? (Q1695665) (← links)
- A sandpile model for the distribution of rainfall? (Q1855508) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models (Q2140429) (← links)
- Fractional discrete-time diffusion equation with uncertainty: applications of fuzzy discrete fractional calculus (Q2151035) (← links)
- Exploring the financial risk of a temperature index: a fractional integrated approach (Q2288969) (← links)
- A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- Statistical mechanics and correlation properties of a rotating two-dimensional flow of like-sign vortices (Q4294836) (← links)
- MARGIN-TRADING ACTIVITIES AND FUTURE STOCK RETURNS: NEW EVIDENCE FROM NONLINEAR ANALYSIS (Q5129932) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- Learning to Optimize (Q6110172) (← links)