Pages that link to "Item:Q1907493"

The following pages link to A generalized fractionally differencing approach in long-memory modeling (Q1907493):

Displaying 33 items.

• A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
• The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
• Properties of seasonal long memory processes (Q732661) (← links)
• Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
• Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
• Estimation of seasonal fractionally integrated processes (Q959186) (← links)
• Extreme values of particular non-linear processes (Q1608684) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• A new time domain estimation of \(k\)-factors GARMA processes (Q1759427) (← links)
• Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
• Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
• Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
• A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
• Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
• Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
• The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
• Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
• Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
• Estimation of Time-Varying Long Memory Parameter Using Wavelet Method (Q3015869) (← links)
• Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
• Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
• Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
• EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
• Cyclical long memory: decoupling, modulation, and modeling (Q6596208) (← links)