Pages that link to "Item:Q1155319"
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The following pages link to Long memory relationships and the aggregation of dynamic models (Q1155319):
Displaying 50 items.
- Aggregation of space-time processes. (Q1421310) (← links)
- Modeling long memory in stock market volatility (Q1588307) (← links)
- Universal and non-universal properties of recurrence intervals of rare events (Q1619224) (← links)
- Transfer entropy coefficient: quantifying level of information flow between financial time series (Q1620359) (← links)
- Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- On aggregation of multitype Galton-Watson branching processes with immigration (Q1641934) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- How close is a fractional process to a random walk with drift? (Q1695665) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration (Q1765007) (← links)
- Analytic Hessian matrices and the computation of FIGARCH estimates (Q1766976) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000 (Q1863673) (← links)
- A minimum distance estimator for long-memory processes (Q1915449) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Varieties of long memory models (Q1922359) (← links)
- Long memory continuous time models (Q1922361) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- Modeling volatility persistence of speculative returns: a new approach (Q1922363) (← links)
- The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
- Estimating a generalized long memory process (Q1922365) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- Modelling squared returns using a SETAR model with long-memory dynamics (Q1927744) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. (Q1960347) (← links)
- The spurious regression of fractionally integrated processes (Q1973433) (← links)
- Long memory story of the real interest rate (Q1978774) (← links)
- Symbolic phase transfer entropy method and its application (Q2007400) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- Say anything you want about me if you spell my name right: the effect of Internet searches on financial market (Q2045629) (← links)
- Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049) (← links)
- A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
- On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations (Q2054775) (← links)
- Detrended fluctuation analysis based on higher-order moments of financial time series (Q2150001) (← links)
- Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19 (Q2166881) (← links)
- Spatial long memory (Q2195534) (← links)
- The detection of local irreversibility in time series based on segmentation (Q2205832) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- Operator-scaling Gaussian random fields via aggregation (Q2278670) (← links)
- Exploring the financial risk of a temperature index: a fractional integrated approach (Q2288969) (← links)
- Learning can generate long memory (Q2294508) (← links)
- Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
- An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (Q2329801) (← links)
- Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403) (← links)
- Long memory, fractional integration, and cross-sectional aggregation (Q2397718) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752) (← links)
