Pages that link to "Item:Q3632395"
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The following pages link to A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Q3632395):
Displayed 24 items.
- Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
- Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049) (← links)
- Theory and applications of financial chaos index (Q2070531) (← links)
- Estimating the mean under strong persistence (Q2300362) (← links)
- Modelling systems with a mixture of \(I(d)\) and \(I(0)\) variables using the fractionally co-integrated VAR model (Q2311165) (← links)
- Long- versus medium-run identification in fractionally integrated VAR models (Q2512358) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
- (Q2971501) (← links)
- A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
- Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)
- Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
- Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)