Pages that link to "Item:Q1922357"

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

Displaying 50 items.

• Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
• Testing a sub-hypothesis in linear regression models with long memory covariates and errors. (Q834020) (← links)
• Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
• Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
• Quadrature rule for Abel's equations: Uniformly approximating fractional derivatives (Q953408) (← links)
• Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
• An omnibus noise filter (Q964661) (← links)
• A new operational matrix for solving fractional-order differential equations (Q980241) (← links)
• Goodness-of-fit testing under long memory (Q993816) (← links)
• Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms (Q1000570) (← links)
• Integrated functionals of normal and fractional processes (Q1009478) (← links)
• Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
• Multivariate modelling of long memory processes with common components (Q1020895) (← links)
• Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
• Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707) (← links)
• Estimating the fractionally integrated process in the presence of measurement errors (Q1292338) (← links)
• A new estimator of the fractionally integrated stochastic volatility model (Q1292339) (← links)
• Spurios regression theory with nonstationary fractionally integrated processes (Q1298444) (← links)
• The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
• Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. (Q1424465) (← links)
• On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors. (Q1427872) (← links)
• Asymptotic inference for LSE in multivariate continuous regression models with long-memory random fields. (Q1428417) (← links)
• Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
• Estimating the differencing parameter via the partial autocorrelation function (Q1586563) (← links)
• Modeling long memory in stock market volatility (Q1588307) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Multiscale behaviour of volatility autocorrelations in a financial market (Q1606375) (← links)
• Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
• Fractional randomness (Q1619960) (← links)
• The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
• Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Bernoulli wavelet operational matrix of fractional order integration and its applications in solving the fractional order differential equations (Q1634575) (← links)
• Perpetual learning and apparent long memory (Q1657333) (← links)
• Managing risk with a realized copula parameter (Q1659106) (← links)
• Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
• A numerical method based on fully discrete direct discontinuous Galerkin method for the time fractional diffusion equation (Q1659674) (← links)
• Sinc-Galerkin technique for the numerical solution of fractional Volterra-Fredholm integro-differential equations with weakly singular kernels (Q1661647) (← links)
• New numerical approach for fractional variational problems using shifted Legendre orthonormal polynomials (Q1673884) (← links)
• Logistic map with memory from economic model (Q1674288) (← links)
• Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
• How close is a fractional process to a random walk with drift? (Q1695665) (← links)
• Numerical solution of 1D and 2D fractional optimal control of system via Bernoulli polynomials (Q1700438) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• Stability analysis for a fractional HIV infection model with nonlinear incidence (Q1723388) (← links)
• Oscillation behavior for a class of differential equation with fractional-order derivatives (Q1724090) (← links)
• Wavelets method for solving fractional optimal control problems (Q1733521) (← links)
• An approximate solution based on Jacobi polynomials for time-fractional convection-diffusion equation (Q1734739) (← links)