Pages that link to "Item:Q5176849"
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The following pages link to A FAST FRACTIONAL DIFFERENCE ALGORITHM (Q5176849):
Displayed 15 items.
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- Theory and applications of financial chaos index (Q2070531) (← links)
- Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions (Q2113076) (← links)
- Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364) (← links)
- An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (Q2329801) (← links)
- Long memory, fractional integration, and cross-sectional aggregation (Q2397718) (← links)
- Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages (Q2661315) (← links)
- THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205) (← links)
- To infinity and beyond: Efficient computation of ARCH(<i>∞</i>) models (Q4997702) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
- Fractionally integrated GARCH model with tempered stable distribution: a simulation study (Q5138749) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)