Pages that link to "Item:Q4319850"

The following pages link to ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION (Q4319850):

Displaying 18 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
• Estimation of seasonal fractionally integrated processes (Q959186) (← links)
• Unemployment and entrepreneurship: a cyclical relation? (Q1046311) (← links)
• Time series regression with long-range dependence (Q1355170) (← links)
• A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
• Spurious regressions between stationary generalized long memory processes (Q1929069) (← links)
• A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
• Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
• Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
• Cyclical long memory: decoupling, modulation, and modeling (Q6596208) (← links)
• Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)