Pages that link to "Item:Q265026"

The following pages link to Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026):

Displaying 23 items.

• Renewal regime switching and stable limit laws (Q265118) (← links)
• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
• Level changes in volatility models (Q470520) (← links)
• Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
• Tests of bias in log-periodogram regression (Q1036842) (← links)
• Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
• Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
• On nonparametric regression for bivariate circular long-memory time series (Q2122802) (← links)
• Learning can generate long memory (Q2294508) (← links)
• Long memory, fractional integration, and cross-sectional aggregation (Q2397718) (← links)
• Heterogeneous expectations and long-range correlation of the volatility of asset returns (Q2866365) (← links)
• On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
• AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
• Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
• Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
• Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
• True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517) (← links)
• Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
• Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
• Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
• Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes (Q5451140) (← links)
• Age-coherent extensions of the Lee–Carter model (Q5861818) (← links)
• A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)