Pages that link to "Item:Q699423"
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The following pages link to Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423):
Displaying 12 items.
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Fractional Brownian motion: difference iterative forecasting models (Q2213636) (← links)
- Healthy versus congestive heart failure patients -- an approach via the Hurst parameter (Q2246998) (← links)
- Time-varying long-range dependence in US interest rates (Q2468080) (← links)
- Testing for long range dependence in banking equity indices (Q2484774) (← links)
- Abductive learning of quantized stochastic processes with probabilistic finite automata (Q2955468) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ<sup><i>d</i></sup>-actions (Q4684933) (← links)
- A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction (Q5128611) (← links)
