Pages that link to "Item:Q1019941"
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The following pages link to Estimation of fractional integration in the presence of data noise (Q1019941):
Displayed 5 items.
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- Spurious regressions driven by excessive volatility (Q427122) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)
