Pages that link to "Item:Q1922357"

The following pages link to Long memory processes and fractional integration in econometrics (Q1922357):

Displaying 50 items.

• Numerical solution of linear/nonlinear fractional order differential equations using Jacobi operational matrix (Q1738740) (← links)
• Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
• Fractional dynamic behavior in ethanol prices series (Q1748163) (← links)
• A new operational matrix of fractional order integration for the Chebyshev wavelets and its application for nonlinear fractional van der Pol oscillator equation (Q1754656) (← links)
• Analytic Hessian matrices and the computation of FIGARCH estimates (Q1766976) (← links)
• Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (Q1770072) (← links)
• The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
• Study on application of hybrid functions to fractional differential equations (Q1787792) (← links)
• Dynamic analysis of a fractional order prey-predator interaction with harvesting (Q1791461) (← links)
• Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
• A mean shift break in the US interest rate. (Q1852937) (← links)
• A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
• Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
• Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
• A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
• Fractional differencing and long memory processes (Q1922356) (← links)
• Varieties of long memory models (Q1922359) (← links)
• A fractional multivariate long memory model for the US and the Canadian real output (Q1927403) (← links)
• The scaling function-based estimator of long memory in the presence of a short-term component (Q1927528) (← links)
• The impulse response function of the long memory GARCH process (Q1928718) (← links)
• Goodness-of-fit tests for long memory moving average marginal density (Q1938500) (← links)
• On simulation of optimal strategies and Nash equilibrium in the financial market context (Q1959239) (← links)
• The spurious regression of fractionally integrated processes (Q1973433) (← links)
• An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479) (← links)
• Martingales, nonlinearity, and chaos (Q1978586) (← links)
• Long memory story of the real interest rate (Q1978774) (← links)
• Multi-domain spectral collocation method for variable-order nonlinear fractional differential equations (Q1987906) (← links)
• Hybrid rational Haar wavelet and block pulse functions method for solving population growth model and Abel integral equations (Q1992504) (← links)
• Numerical approach based on fractional-order Lagrange polynomials for solving a class of fractional differential equations (Q1993661) (← links)
• Compact difference scheme for a class of fractional-in-space nonlinear damped wave equations in two space dimensions (Q2006659) (← links)
• High-frequency trading with fractional Brownian motion (Q2022763) (← links)
• Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
• Legendre wavelet method for fractional delay differential equations (Q2041051) (← links)
• Fractional-order Boubaker wavelets method for solving fractional Riccati differential equations (Q2041058) (← links)
• Bernoulli wavelet method for numerical solution of anomalous infiltration and diffusion modeling by nonlinear fractional differential equations of variable order (Q2043833) (← links)
• Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) (← links)
• Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058) (← links)
• Optimal long-term investment in illiquid markets when prices have negative memory (Q2064830) (← links)
• Option pricing under the subordinated market models (Q2073586) (← links)
• An operational matrix based on the independence polynomial of a complete bipartite graph for the Caputo fractional derivative (Q2101700) (← links)
• Existence theory to a class of boundary value problems of hybrid fractional sequential integro-differential equations (Q2108287) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• Application of new iterative method to fractional order integro-differential equations (Q2114439) (← links)
• On establishing qualitative theory to nonlinear boundary value problem of fractional differential equations (Q2119822) (← links)
• Testing of fractional Brownian motion in a noisy environment (Q2123579) (← links)
• Green-Haar wavelets method for generalized fractional differential equations (Q2125748) (← links)
• A minimal search method for solving fractional integro-differential equations based on modified Legendre multiwavelets (Q2142532) (← links)
• Long versus short time scales: the rough dilemma and beyond (Q2145699) (← links)