The following pages link to (Q4407616):
Displaying 26 items.
- Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805) (← links)
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Bias correction for the regression-based LM fractional integration test (Q732235) (← links)
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (Q1720210) (← links)
- Minimum distance estimation for fractional Ornstein-Uhlenbeck type process (Q1720241) (← links)
- Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
- The absolute Gini is a more reliable measure of inequality for time dependent analyses (compared with the relative Gini) (Q1787252) (← links)
- Estimating memory parameter in the US inflation rate (Q1927805) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Multifractal detrended fluctuation analysis: practical applications to financial time series (Q2228812) (← links)
- Multivariate fractionally integrated CARMA processes (Q2474239) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- HOW COMPLETE RANDOM PERMUTATIONS AFFECT THE DEPENDENCE STRUCTURE OF STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (Q2937142) (← links)
- Conditional Distributions of Processes Related to Fractional Brownian Motion (Q4918570) (← links)
- Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk (Q5407022) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)