Pages that link to "Item:Q3652627"
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The following pages link to TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627):
Displayed 10 items.
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- On the invertibility of seasonally adjusted series (Q1695537) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- (Q2971501) (← links)
- Finite sample performance of frequency- and time-domain tests for seasonal fractional integration (Q5218872) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)