Pages that link to "Item:Q951873"

The following pages link to Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873):

Displaying 34 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
• An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
• Parametric bootstrap methods for bias correction in linear mixed models (Q765823) (← links)
• Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
• Confidence intervals for long memory regressions (Q947197) (← links)
• Second special issue on computational econometrics (Q957202) (← links)
• 2nd special issue on matrix computations and statistics (Q959129) (← links)
• Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
• Assessing influence in Gaussian long-memory models (Q1023794) (← links)
• Modified information criteria and selection of long memory time series models (Q1623513) (← links)
• Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
• The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
• A regularised estimator for long-range dependent processes (Q1941250) (← links)
• Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
• Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
• Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
• Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
• Accumulative prediction error and the selection of time series models (Q2507906) (← links)
• Bayes estimation of Moran–Downton bivariate exponential distribution based on censored samples (Q2862382) (← links)
• (Q2971501) (← links)
• THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205) (← links)
• Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
• Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
• The Volatility of Realized Volatility (Q3539863) (← links)
• Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972) (← links)
• Using information quality for volatility model combinations (Q4683043) (← links)
• A FAST FRACTIONAL DIFFERENCE ALGORITHM (Q5176849) (← links)
• Bayesian Inference for ARFIMA Models (Q5226139) (← links)
• BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
• Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505) (← links)
• Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)
• On the asymptotic distribution of sample autocovariance differences of long-memory processes (Q6178483) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)