The following pages link to (Q4682143):
Displaying 37 items.
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- Limit order books (Q2871425) (← links)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)
- A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
- Complex network approach to fractional time series (Q4591761) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- (Q5101767) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
- Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
- Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (Q5124734) (← links)
- Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- Nonlinear correlations in multifractals: Visibility graphs of magnitude and sign series (Q5218183) (← links)
- Special Issue of the <i>Journal of Time Series Analysis</i> in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors' Introduction (Q5226138) (← links)
- Spurious Regressions in Time Series with Long Memory (Q5259097) (← links)
- The Self-normalized Asymptotic Results for Linear Processes (Q5272940) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- Large deviation results on some estimators for stationary Gaussian processes (Q5400836) (← links)
- Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- On the asymptotic distribution of sample autocovariance differences of long-memory processes (Q6178483) (← links)
- Nonlinear growth model with long memory: generalization of Haavelmo model (Q6547469) (← links)
- GARTFIMA process and its empirical spectral density based estimation (Q6604252) (← links)
