Pages that link to "Item:Q4272771"
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The following pages link to MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION (Q4272771):
Displaying 16 items.
- Some simulations and applications of forecasting long-memory time-series models (Q1304368) (← links)
- An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (Q1344955) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- Mean square prediction error for long-memory processes (Q1402928) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Stationary persistent time series misspecified as nonstationary arima (Q1815624) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
- Indirect inference for fractional time series models (Q4374348) (← links)
- A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (Q4406237) (← links)
- On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590) (← links)
- Linear prediction of long-range dependent time series (Q5851014) (← links)
- Out-of-sample forecast errors in misspecific perturbed long memory processes. (Q5956472) (← links)
