The following pages link to (Q5326963):
Displaying 9 items.
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- Bias correction for time series factor models (Q4960630) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
- Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)
