Pages that link to "Item:Q959186"
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The following pages link to Estimation of seasonal fractionally integrated processes (Q959186):
Displayed 7 items.
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
- Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
- Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
- Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)