Pages that link to "Item:Q1331847"
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The following pages link to A note on calculating the autocovariances of the fractionally integrated ARMA models (Q1331847):
Displaying 6 items.
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Distinguishing short and long memory volatility specifications (Q3548528) (← links)
- A note on calculating autocovariances of long‐memory processes (Q4677006) (← links)
- A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (Q4881703) (← links)
- Finite sample efficiency of OLS in linear regression models with long-memory disturbances (Q5941374) (← links)
