Aaron D. Smallwood

From MaRDI portal
Person:3368388



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Conditional sum of squares estimation of \(k\)-factor GARMA models
AStA. Advances in Statistical Analysis
2024-12-05Paper
Inference for estimators of generalized long memory processes
Communications in Statistics. Simulation and Computation
2024-04-11Paper
A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Econometric Reviews
2022-06-03Paper
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
Econometric Reviews
2022-05-31Paper
Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity
Studies in Nonlinear Dynamics & Econometrics
2006-01-27Paper


Research outcomes over time


This page was built for person: Aaron D. Smallwood