Pages that link to "Item:Q1807089"
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The following pages link to State space modeling of long-memory processes (Q1807089):
Displayed 17 items.
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- A regularised estimator for long-range dependent processes (Q1941250) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Fitting non-Gaussian persistent data (Q2862418) (← links)
- Bayesian methods for change-point detection in long-range dependent processes (Q3440773) (← links)
- LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH (Q4540642) (← links)
- Long memory stochastic volatility : A bayesian approach (Q4550616) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
- Level-crossing probabilities and first-passage times for linear processes (Q4819499) (← links)
- Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505) (← links)
- Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (Q5467623) (← links)
- Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367) (← links)