Pages that link to "Item:Q4216182"
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The following pages link to A k-Factor GARMA Long-memory Model (Q4216182):
Displaying 44 items.
- Misspecification tests for periodic long memory GARCH models (Q257484) (← links)
- A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
- A wavelet-based approach for modelling exchange rates (Q719004) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
- Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
- Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- On the eigenstructure of generalized fractional processes. (Q1423091) (← links)
- Extreme values of particular non-linear processes (Q1608684) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Computation of the autocovariances for time series with multiple long-range persistencies (Q1659057) (← links)
- Orthogonal polynomials with respect to a class of Fisher-Hartwig symbols and inverse of Toeplitz matrices (Q1674233) (← links)
- A new time domain estimation of \(k\)-factors GARMA processes (Q1759427) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- Wavelet shrinkage of a noisy dynamical system with non-linear noise impact (Q2357615) (← links)
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
- Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models (Q2811279) (← links)
- Estimation of Time-Varying Long Memory Parameter Using Wavelet Method (Q3015869) (← links)
- Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
- Periodic Long-Memory GARCH Models (Q3615077) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- Precious metals under the microscope: a high-frequency analysis (Q4683093) (← links)
- Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
- Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367) (← links)
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
- Cyclical long memory: decoupling, modulation, and modeling (Q6596208) (← links)
- GARTFIMA process and its empirical spectral density based estimation (Q6604252) (← links)
- Periodic trawl processes: simulation, statistical inference and applications in energy markets (Q6610446) (← links)
- Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)
