Pages that link to "Item:Q299256"
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The following pages link to Nonlinear models for strongly dependent processes with financial applications (Q299256):
Displayed 8 items.
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Impulse responses of antipersistent processes (Q694922) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)