Pages that link to "Item:Q1922357"

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

Displaying 50 items.

• Obtaining prediction intervals for FARIMA processes using the sieve bootstrap (Q5219458) (← links)
• Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics (Q5225795) (← links)
• The time-fractional mZK equation for gravity solitary waves and solutions using sech-tanh and radial basis function method (Q5225875) (← 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)
• Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory (Q5226144) (← links)
• Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
• A GENERALIZED FRACTIONAL POWER SERIES FOR SOLVING NONLINEAR FRACTIONAL INTEGRO-DIFFERENTIAL EQUATIONS (Q5237580) (← links)
• A long-memory integer-valued time series model, INARFIMA, for financial application (Q5247943) (← links)
• Spurious Regressions in Time Series with Long Memory (Q5259097) (← links)
• The Self-normalized Asymptotic Results for Linear Processes (Q5272940) (← links)
• Two-sample <i>U</i>-statistic processes for long-range dependent data (Q5276171) (← links)
• Nonparametric estimation of a time-varying GARCH model (Q5299865) (← links)
• Fractional integration and data frequency (Q5306326) (← links)
• A STOCHASTIC MODEL FOR MULTIFRACTAL BEHAVIOR OF STOCK PRICES (Q5312122) (← links)
• Long Memory in Finance and Fractional Brownian Motion (Q5325410) (← links)
• Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
• Strong dependence in the nominal exchange rates of the Polish zloty (Q5430341) (← links)
• Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)
• Fractionally Integrated Long Horizon Regressions (Q5452768) (← links)
• Assessing Persistence In Discrete Nonstationary Time‐Series Models (Q5467605) (← links)
• Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (Q5467623) (← links)
• The polynomial aggregated AR(1) model* (Q5469921) (← links)
• Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors (Q5481739) (← links)
• LONG MEMORY AND SAMPLING FREQUENCIES: EVIDENCE IN STOCK INDEX FUTURES MARKETS (Q5487842) (← links)
• Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q5490615) (← links)
• LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES (Q5696886) (← links)
• ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS (Q5697631) (← links)
• Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
• Long-range memory test by the burst and inter-burst duration distribution (Q5856921) (← links)
• Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
• Market integration, systemic risk and diagnostic tests in large mixed panels (Q5861058) (← links)
• Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
• Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)
• Shifted Gegenbauer-Gauss Collocation Method for Solving Fractional Neutral Functional-Differential Equations with Proportional Delays (Q5881386) (← links)
• A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
• Second-order behavior of M-estimators in linear regression with long-memory errors (Q5928943) (← links)
• Semi-parametric estimation of long-range dependence index in infinite variance time series. (Q5933606) (← links)
• Finite sample efficiency of OLS in linear regression models with long-memory disturbances (Q5941374) (← links)
• Correlations and multi-affinity in high frequency financial datasets (Q5947858) (← links)
• Forecasting multifractal volatility (Q5952025) (← links)
• Long memory and regime switching (Q5952029) (← links)
• Time series properties of aggregated AR(2) processes (Q5958410) (← links)
• A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
• A numerical method for solving variable‐order fractional diffusion equations using fractional‐order <scp>Taylor</scp> wavelets (Q6066506) (← links)
• Optimal control of time-fractional convection-diffusion-reaction problem employing compact integrated RBF method (Q6098346) (← links)
• NUMERICAL ANALYSIS OF SOME FRACTIONAL ORDER DIFFERENTIAL EQUATIONS VIA LEGENDRE SPECTRAL METHOD (Q6100861) (← links)
• Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
• Dynamic analysis and bifurcation control of a fractional-order cassava mosaic disease model (Q6138312) (← links)
• $L2-1_\sigma$ Finite Element Method for Time-Fractional Diffusion Problems with Discontinuous Coefficients (Q6139021) (← links)
• Local radial basis function scheme for solving a class of fractional integro‐differential equations based on the use of mixed integral equations (Q6145907) (← links)