The following pages link to (Q3327591):
Displaying 34 items.
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- A new look at the relationship between time-series and structural econometric models (Q585637) (← links)
- O a lemma associated with Box, Jenkins and Granger (Q1216144) (← links)
- On univariate time series methods and simultaneous equation econometric models (Q1236861) (← links)
- On the structure of moving average processes (Q1238200) (← links)
- Forecasting aggregates of independent ARIMA processes (Q1246990) (← links)
- An inequality with a time series application (Q1845600) (← links)
- On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032) (← links)
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
- VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES (Q3377444) (← links)
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- STOCHASTIC UNIT ROOT MODELS (Q3434190) (← links)
- A Class of Antipersistent Processes (Q3505318) (← links)
- One-way analysis of variance with long memory errors and its application to stock return data (Q3607870) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
- ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION (Q3632378) (← links)
- A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Q3632395) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes (Q4455663) (← links)
- A note on calculating autocovariances of long‐memory processes (Q4677006) (← links)
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
- Error Correction Models for Fractionally Cointegrated Time Series (Q4828168) (← links)
- Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170) (← links)
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process (Q5430500) (← links)
- The Periodogram of fractional processes<sup>1</sup> (Q5430501) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
- Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
- Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
- Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes (Q5467620) (← links)
- Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (Q5467623) (← links)
- A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS (Q5697611) (← links)