Pages that link to "Item:Q4203667"
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The following pages link to ON GENERALIZED FRACTIONAL PROCESSES (Q4203667):
Displaying 50 items.
- A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Aggregation of the generalized fractional processes (Q485603) (← links)
- Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
- A wavelet-based approach for modelling exchange rates (Q719004) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
- Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- On properties of the second order generalized autoregressive GAR(2) model with index (Q1037798) (← links)
- Unemployment and entrepreneurship: a cyclical relation? (Q1046311) (← links)
- Continuous-time fractional ARMA processes (Q1341364) (← links)
- Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence (Q1347110) (← links)
- Time series regression with long-range dependence (Q1355170) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Computation of the autocovariances for time series with multiple long-range persistencies (Q1659057) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- A new time domain estimation of \(k\)-factors GARMA processes (Q1759427) (← links)
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
- A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Varieties of long memory models (Q1922359) (← links)
- Estimating a generalized long memory process (Q1922365) (← links)
- Spurious regressions between stationary generalized long memory processes (Q1929069) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
- Random sampling of long-memory stationary processes (Q2266882) (← links)
- The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
- Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
- Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
