The following pages link to (Q4845377):
Displaying 48 items.
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Constancy test for FARIMA long memory processes (Q458109) (← links)
- Residual-based test for fractional cointegration (Q498750) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Multivariate modelling of long memory processes with common components (Q1020895) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Analyzing musical structure and performance -- a statistical approach (Q1431157) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging (Q1986101) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
- Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance (Q2513786) (← links)
- Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
- Preliminary estimation of ARFIMA models (Q3297948) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ<sup><i>d</i></sup>-actions (Q4684933) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
- Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
- Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- A general asymptotic theory for time-series models (Q6573259) (← links)
- Long Memory Factor Model: On Estimation of Factor Memories (Q6620900) (← links)
- A nonstationary and non-Gaussian moving average model for solar irradiance (Q6626435) (← links)
