Pages that link to "Item:Q4881703"
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The following pages link to A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (Q4881703):
Displayed 17 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
- A wavelet-based approach for modelling exchange rates (Q719004) (← links)
- On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- Estimating parameters of a \(k\)-factor GIGARCH process (Q1887011) (← links)
- Spurious regressions between stationary generalized long memory processes (Q1929069) (← links)
- A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
- A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
- The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
- Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES (Q5696886) (← links)
- Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)