Pages that link to "Item:Q3838323"
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The following pages link to Bayesian analysis of autoregressive fractionally integrated moving-average processes (Q3838323):
Displayed 12 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Data analysis using regression models with missing observations and long-memory: an application study (Q959290) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes (Q2499091) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)
- BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539) (← links)
- Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505) (← links)
- Bayesian estimation of Gegenbauer processes (Q6074374) (← links)
- Bayesian estimation of fractional difference parameter in ARFIMA models and its application (Q6127113) (← links)