Pages that link to "Item:Q3368345"
From MaRDI portal
The following pages link to Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (Q3368345):
Displayed 11 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- A long memory model with normal mixture GARCH (Q656952) (← links)
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Sampling from the \(\mathcal{G}_I^0\) distribution (Q1713859) (← links)
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- Modeling a nonlinear biophysical trend followed by long-memory equilibrium with unknown change point (Q2686084) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
- Fractionally integrated ARMA for crude palm oil prices prediction: case of potentially overdifference (Q5129156) (← links)
- Bayesian Inference for ARFIMA Models (Q5226139) (← links)