Pages that link to "Item:Q4921636"
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The following pages link to Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (Q4921636):
Displaying 4 items.
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- Forecasting highly persistent time series with bounded spectrum processes (Q6099124) (← links)
- An introduction to vector Gegenbauer processes with long memory (Q6541468) (← links)