Pages that link to "Item:Q379926"
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The following pages link to Fractional integration versus level shifts: the case of realized asset correlations (Q379926):
Displaying 6 items.
- Sequential monitoring of portfolio betas (Q725685) (← links)
- Lack of fit test for long memory regression models (Q779683) (← links)
- Long memory and changepoint models: a spectral classification procedure (Q1702010) (← links)
- Nearest neighbors estimation for long memory functional data (Q2220297) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns (Q6574633) (← links)
