Pages that link to "Item:Q4299040"

The following pages link to ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM (Q4299040):

Displaying 28 items.

• Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
• The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
• Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688) (← links)
• A test for additive outliers applicable to long-memory time series (Q956520) (← links)
• Estimation of seasonal fractionally integrated processes (Q959186) (← links)
• Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
• No-cointegration test based on fractional differencing: Some Monte Carlo results (Q1304366) (← links)
• Some simulations and applications of forecasting long-memory time-series models (Q1304368) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
• Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
• Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
• A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
• Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
• Invariance of the first difference in ARFIMA models (Q2463656) (← links)
• Fast computation and practical use of amplitudes at non-Fourier frequencies (Q2666997) (← links)
• A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
• ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA (Q3393940) (← links)
• Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) (← links)
• Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
• A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
• ON THE DISTINCTION BETWEEN FRACTAL AND SEASONAL DEPENDENCIES IN TIME SERIES DATA (Q5025323) (← links)
• Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
• Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
• Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)
• Unit root tests using semi-parametric estimators of the long-memory parameter (Q5485072) (← links)