Pages that link to "Item:Q959186"
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The following pages link to Estimation of seasonal fractionally integrated processes (Q959186):
Displaying 15 items.
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
- On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
- Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
- Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
- A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
- Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
- Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)
- Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)
