The following pages link to Fractional differencing (Q3915870):
Displaying 50 items.
- Fractional integration, trend stationarity and difference stationarity (Q672762) (← links)
- Fractional integration and the volatility of UK interest rates (Q694912) (← links)
- Impulse responses of antipersistent processes (Q694922) (← links)
- Stationarizing two classes of nonstationary processes by wavelet (Q719974) (← links)
- Properties of seasonal long memory processes (Q732661) (← links)
- Fast error analysis of continuous GPS observations (Q735151) (← links)
- Detecting fuzzy periodic patterns in futures spreads (Q744771) (← links)
- Analysis of complex time series based on EMD energy entropy plane (Q783487) (← links)
- The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain (Q815321) (← links)
- A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (Q815480) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- New robust confidence intervals for the mean under dependence (Q826963) (← links)
- The Hyvärinen scoring rule in Gaussian linear time series models (Q830689) (← links)
- Computation of fractional order derivative and integral via power series expansion and signal modelling (Q840221) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Testing for long memory in the Asian foreign exchange rates (Q863018) (← links)
- Change-of-variance problem for linear processes with long memory (Q864915) (← links)
- An introduction to volatility models with indices (Q868010) (← links)
- Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
- Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
- Density convergence in the Breuer-Major theorem for Gaussian stationary sequences (Q888483) (← links)
- Wavelet variance analysis for gappy time series (Q907025) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
- Confidence intervals for long memory regressions (Q947197) (← links)
- On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (Q947255) (← links)
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Herding, a-synchronous updating and heterogeneity in memory in a CBS (Q953775) (← links)
- A test for additive outliers applicable to long-memory time series (Q956520) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822) (← links)
- Maximum likelihood estimation in vector long memory processes via EM algorithm (Q961903) (← links)
- Analytical formulation of the fractal dimension of filtered stochastic signals (Q985655) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- On rapid change points under long memory (Q989259) (← links)
- Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
- Wavelet analysis of stock returns and aggregate economic activity (Q1023637) (← links)
- The role of long memory in hedging effectiveness (Q1023640) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
- On models and methods for Bayesian time series analysis (Q1069650) (← links)
- Central limit theorems for quadratic forms in random variables having long-range dependence (Q1071370) (← links)
