Pages that link to "Item:Q5430505"
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The following pages link to Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505):
Displaying 10 items.
- Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
- Fitting non-Gaussian persistent data (Q2862418) (← links)
- Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q3386479) (← links)
- Arc length tests for equivalent autocovariances (Q4925457) (← links)
- Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
- Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)
- ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
- On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case (Q6039877) (← links)
