Pages that link to "Item:Q5432709"

The following pages link to Modelling financial time series with SEMIFAR GARCH model (Q5432709):

Displaying 2 items.

• Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
• Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)