Pages that link to "Item:Q2995426"
From MaRDI portal
The following pages link to IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426):
Displaying 7 items.
- Impulse responses of antipersistent processes (Q694922) (← links)
- Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
- Effect of the order of fractional integration on impulse responses (Q2345166) (← links)
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
- A new bivariate distribution with uniform marginals (Q6597415) (← links)
- Long Memory Factor Model: On Estimation of Factor Memories (Q6620900) (← links)
- Jensen-autocorrelation function for weakly stationary processes and applications (Q6650137) (← links)