Pages that link to "Item:Q1978479"
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The following pages link to An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479):
Displaying 26 items.
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method (Q665325) (← links)
- Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
- Wavelet-vaguelette decomposition of spatiotemporal random fields (Q1001498) (← links)
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- Long memory and changepoint models: a spectral classification procedure (Q1702010) (← links)
- Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Wavelet-based prediction of oil prices (Q2483615) (← links)
- Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes (Q2499091) (← links)
- Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
- Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Inducing normality from non-Gaussian long memory time series and its application to stock return data (Q3103156) (← links)
- WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS (Q3637883) (← links)
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
- A Wavelet‐Based Bayesian Approach to Regression Models with Long Memory Errors and Its Application to fMRI Data (Q4919583) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Fractionally integrated GARCH model with tempered stable distribution: a simulation study (Q5138749) (← links)
- MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
- On simple wavelet estimators of random signals and their small-sample properties (Q5220912) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- Fractional differencing in discrete time (Q5746753) (← links)
