Pages that link to "Item:Q4677006"
From MaRDI portal
The following pages link to A note on calculating autocovariances of long‐memory processes (Q4677006):
Displayed 8 items.
- Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment (Q292001) (← links)
- The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
- Computation of the autocovariances for time series with multiple long-range persistencies (Q1659057) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
- Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
- Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367) (← links)