Pages that link to "Item:Q1350272"
From MaRDI portal
The following pages link to Estimation of the fractionally differencing parameter with the R/S method (Q1350272):
Displaying 4 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
- Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
