The following pages link to Fractional differencing (Q3915870):
Displaying 50 items.
- Beta autoregressive fractionally integrated moving average models (Q80218) (← links)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- EWMA control charts for detecting changes in the mean of a long-memory process (Q263901) (← links)
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Gronwall's inequality on discrete fractional calculus (Q356316) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413) (← links)
- An explicit representation of Verblunsky coefficients (Q419253) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Constancy test for FARIMA long memory processes (Q458109) (← links)
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996) (← links)
- Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578) (← links)
- Editor's introduction: Analysis of financial data (Q473220) (← links)
- An ARMA type fuzzy time series forecasting method based on particle swarm optimization (Q474751) (← links)
- Aggregation of the generalized fractional processes (Q485603) (← links)
- The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
- Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885) (← links)
- The two-parameter Poisson-Dirichlet point process (Q605886) (← links)
- Spurious regression (Q609686) (← links)
- Fractional normal inverse Gaussian diffusion (Q618023) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- On linear models with long memory and heavy-tailed errors (Q618159) (← links)
- A long memory model with normal mixture GARCH (Q656952) (← links)
- Shaking the tree: an agency-theoretic model of asset pricing (Q665534) (← links)
