Pages that link to "Item:Q1927143"
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The following pages link to On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143):
Displayed 5 items.
- Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
- A new hyperbolic GARCH model (Q888335) (← links)
- M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- Fractionally integrated ARMA for crude palm oil prices prediction: case of potentially overdifference (Q5129156) (← links)