Pages that link to "Item:Q1304356"
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The following pages link to SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356):
Displayed 7 items.
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- A nonparametric regression cross spectrum for multivariate time series (Q2482624) (← links)
- Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
- Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
- Nonparametric trend estimation in replicated time series (Q5945258) (← links)