The following pages link to longmemo (Q23163):
Displaying 50 items.
- Stationary-increment Student and variance-gamma processes (Q3410925) (← links)
- Impact of the periodicity and trend on the FD parameter estimation (Q3432731) (← links)
- There's more to volatility than volume (Q3437394) (← links)
- Multi-scaling in finance (Q3439863) (← links)
- Some Notes on Mutual Information Between Past and Future (Q3440760) (← links)
- Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812) (← links)
- Parameter Estimation of Self-Similar Spatial Covariogram Models (Q3499059) (← links)
- Applied Econometrics with R (Q3521159) (← links)
- Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model (Q3532725) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)
- Refined Inference on Long Memory in Realized Volatility (Q3539875) (← links)
- Distinguishing short and long memory volatility specifications (Q3548528) (← links)
- A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
- (Q3562982) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
- Tests for Trend: A Simulation Study (Q3577182) (← links)
- Operating Characteristics for Group Sequential Trials Monitored Under Fractional Brownian Motion (Q3577194) (← links)
- Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
- APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL (Q3583032) (← links)
- Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972) (← links)
- Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading (Q3590745) (← links)
- Estimation and forecasting hospital admissions due to Influenza: Planning for winter pressure. The case of the West Midlands, UK (Q3591980) (← links)
- MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS (Q3603957) (← links)
- Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
- SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET (Q3606402) (← links)
- Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion (Q3608232) (← links)
- Information in the Nonstationary Case (Q3613610) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL (Q3618923) (← links)
- On the Beneficial Impact of Strong Correlations for Anomaly Detection (Q3619667) (← links)
- OPTION PRICING WITH VG–LIKE MODELS (Q3621567) (← links)
- Long-term invariant parameters obtained from 24-h Holter recordings: A comparison between different analysis techniques (Q3624734) (← links)
- A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Q3632395) (← links)
- WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS (Q3637883) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584) (← links)
- Wilcoxon-Signed Rank Test for Long Memory Sequences (Q3645040) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)
- Indirect inference for fractional time series models (Q4374348) (← links)
- Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion (Q4421479) (← links)
- The nature of discrete second-order self-similarity (Q4449504) (← links)
- A fractional stochastic evolution equation driven by fractional Brownian motion (Q4462525) (← links)
- The smoothing dichotomy in nonparametric regression under long‐memory errors (Q4469548) (← links)
- Nonparametric estimation under long memory dependence (Q4470130) (← links)
- Wavelet scale analysisof bivariate time series ii:statistical properties for linear processes (Q4526141) (← links)
- DIFFERENTIAL GEOMETRY OF<i>ARFIMA</i>PROCESSES (Q4540694) (← links)
- Sequential Monte Carlo for fractional stochastic volatility models (Q4554435) (← links)
- Volatility is rough (Q4554473) (← links)
- On the real zeros of random trigonometric polynomials with dependent coefficients (Q4555819) (← links)
- (Q4558573) (← links)
