Pages that link to "Item:Q3416892"
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The following pages link to Long Memory in Nonlinear Processes (Q3416892):
Displaying 9 items.
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
- Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)
- ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
- A tail index estimation for long memory processes (Q6622514) (← links)
