Pages that link to "Item:Q1922357"

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

Displaying 50 items.

• Low-frequency robust cointegration testing (Q2439861) (← links)
• Oscillation criteria of fractional differential equations (Q2447991) (← links)
• Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
• Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
• AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
• Parametric estimation for ARFIMA models via spectral methods (Q2493248) (← links)
• Fractional derivatives applied to phase-space reconstructions (Q2499385) (← links)
• Accumulative prediction error and the selection of time series models (Q2507906) (← links)
• The aggregation of dynamic relationships caused by incomplete information (Q2511791) (← links)
• Long- versus medium-run identification in fractionally integrated VAR models (Q2512358) (← links)
• On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• Optimal control computation for nonlinear fractional time-delay systems with state inequality constraints (Q2664895) (← links)
• Novel finite point approach for solving time-fractional convection-dominated diffusion equations (Q2668835) (← links)
• Generalized Lucas polynomial sequence treatment of fractional pantograph differential equation (Q2669831) (← links)
• A local discontinuous Galerkin method for time-fractional diffusion equations (Q2681429) (← links)
• Modeling a nonlinear biophysical trend followed by long-memory equilibrium with unknown change point (Q2686084) (← links)
• Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676) (← links)
• Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
• Testing the equality of the laws of two strictly stationary processes (Q2694807) (← links)
• An approach based on fractional-order Lagrange polynomials for the numerical approximation of fractional order non-linear Volterra-Fredholm integro-differential equations (Q2700092) (← links)
• Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
• An explicit solution for optimal investment problems with autoregressive prices and exponential utility (Q2787101) (← links)
• An efficient numerical scheme for solving multi-dimensional fractional optimal control problems with a quadratic performance index (Q2814039) (← links)
• A Legendre collocation method for fractional integro-differential equations (Q2846409) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• Long Memory in Integrated and Realized Variance (Q2930712) (← links)
• Abductive learning of quantized stochastic processes with probabilistic finite automata (Q2955468) (← links)
• A CHEBYSHEV PSEUDO-SPECTRAL METHOD FOR SOLVING FRACTIONAL-ORDER INTEGRO-DIFFERENTIAL EQUATIONS (Q2996869) (← links)
• Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
• Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
• FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082) (← links)
• On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032) (← links)
• Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
• An operational Haar wavelet method for solving fractional Volterra integral equations (Q3113483) (← links)
• Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
• On a numerical investigation of the time fractional Fokker– Planck equation via local discontinuous Galerkin method (Q3174874) (← links)
• Exact Traveling Wave Solutions and Bifurcation Analysis for Time Fractional Dual Power Zakharov-Kuznetsov-Burgers Equation (Q3294917) (← links)
• Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409) (← links)
• UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
• Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (Q3437399) (← links)
• Distinguishing short and long memory volatility specifications (Q3548528) (← links)
• Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
• A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
• APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL (Q3583032) (← links)
• Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
• An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (Q3616257) (← links)
• A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES (Q3632190) (← links)
• A multivariate long-memory model with structural breaks (Q3638531) (← links)
• Wilcoxon-Signed Rank Test for Long Memory Sequences (Q3645040) (← links)