Pages that link to "Item:Q4367891"

The following pages link to Comparing the bias and misspecification in ARFIMA models (Q4367891):

Displaying 18 items.

• Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
• Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
• On least squares estimation for long-memory lattice processes (Q1036782) (← links)
• Some simulations and applications of forecasting long-memory time-series models (Q1304368) (← links)
• Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
• Short and long memory in stock returns data (Q1925895) (← links)
• Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
• Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
• Inducing normality from non-Gaussian long memory time series and its application to stock return data (Q3103156) (← links)
• Temporal Aggregation and Bandwidth selection in estimating long memory (Q3505325) (← links)
• Why Aggregate Long Memory Time Series? (Q3539877) (← links)
• Distinguishing short and long memory volatility specifications (Q3548528) (← links)
• A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
• A long-memory integer-valued time series model, INARFIMA, for financial application (Q5247943) (← links)
• Strong dependence in the nominal exchange rates of the Polish zloty (Q5430341) (← links)
• A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
• Out-of-sample forecast errors in misspecific perturbed long memory processes. (Q5956472) (← links)
• Bayesian estimation of fractional difference parameter in ARFIMA models and its application (Q6127113) (← links)