Pages that link to "Item:Q3368345"
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The following pages link to Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (Q3368345):
Displaying 6 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- A long memory model with normal mixture GARCH (Q656952) (← links)
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Sampling from the \(\mathcal{G}_I^0\) distribution (Q1713859) (← links)
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)