Pages that link to "Item:Q1922365"

The following pages link to Estimating a generalized long memory process (Q1922365):

Displaying 30 items.

• A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• Aggregation of the generalized fractional processes (Q485603) (← links)
• A wavelet-based approach for modelling exchange rates (Q719004) (← links)
• On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
• Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
• Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
• Computation of the autocovariances for time series with multiple long-range persistencies (Q1659057) (← links)
• Estimating parameters of a \(k\)-factor GIGARCH process (Q1887011) (← links)
• Spurious regressions between stationary generalized long memory processes (Q1929069) (← 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)
• The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← 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)
• Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
• A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
• A note on calculating autocovariances of long‐memory processes (Q4677006) (← links)
• Precious metals under the microscope: a high-frequency analysis (Q4683093) (← links)
• Estimation of the frequency in cyclical long-memory series (Q5300759) (← links)
• Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619) (← links)
• Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)
• Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
• An introduction to vector Gegenbauer processes with long memory (Q6541468) (← links)
• GARTFIMA process and its empirical spectral density based estimation (Q6604252) (← links)
• Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)