Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models
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- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models
- Sequential Monte Carlo Methods in Practice
- State space modeling of long-memory processes
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- The detection and estimation of long memory in stochastic volatility
- The memory of stochastic volatility models
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- Arc length tests for equivalent autocovariances
- Approximate state space modelling of unobserved fractional components
- Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
- ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE
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- SYMARFIMA: a dynamical model for conditionally symmetric time series with long range dependence mean structure
- Inference of dynamic generalized linear models: on-line computation and appraisal
- Forecasting time series by long-memory models for count data with an application to price jumps
- Modeling long memory with zero-inflated geometric INAR(1) process and its \(\mathbb{Z}\)-valued version
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