Pages that link to "Item:Q4319843"

The following pages link to LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS (Q4319843):

Displaying 16 items.

• An introduction to volatility models with indices (Q868010) (← links)
• A test for additive outliers applicable to long-memory time series (Q956520) (← links)
• On properties of the second order generalized autoregressive GAR(2) model with index (Q1037798) (← links)
• Some simulations and applications of forecasting long-memory time-series models (Q1304368) (← 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)
• State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Best lag window for spectrum estimation of law order MA process (Q2198070) (← links)
• Fast computation and practical use of amplitudes at non-Fourier frequencies (Q2666997) (← links)
• A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
• Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors (Q3017837) (← links)
• Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study (Q3625279) (← links)
• Time Domain Estimation of Long Range Dependence (Q4239549) (← links)
• Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (Q4921636) (← links)
• Comparison of standard long memory time series (Q6564309) (← links)