Pages that link to "Item:Q1922357"

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

Displaying 50 items.

• A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
• TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE (Q3653386) (← links)
• On the power of durbin-watson statistic against fractionally integrated processes (Q4224731) (← links)
• A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (Q4406237) (← links)
• BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539) (← links)
• ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
• Fractional-order Boubaker functions and their applications in solving delay fractional optimal control problems (Q4554663) (← links)
• (Q4558573) (← links)
• Fractional Deterministic Factor Analysis of Economic Processes with Memory and Nonlocality (Q4609623) (← links)
• Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data (Q4619501) (← links)
• Elasticity for economic processes with memory: fractional differential calculus approach (Q4626379) (← links)
• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
• Pseudospectral operational matrix for numerical solution of single and multiterm time fractional diffusion equation (Q4633226) (← links)
• REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558) (← links)
• TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048) (← links)
• A note on calculating autocovariances of long‐memory processes (Q4677006) (← links)
• Analysis of the correlation structure of square time series (Q4677028) (← links)
• Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
• Small Sample Properties of Frequency Domain Estimators for the Fractional Model (Q4678886) (← links)
• LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
• Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
• Long-memory continuous-time correlation models (Q4819521) (← links)
• Scaling and Multiscaling in Financial Series: A Simple Model (Q4906506) (← links)
• A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
• (Q4965342) (← links)
• A direct discontinuous Galerkin method for time-fractional diffusion equation with discontinuous diffusive coefficient (Q4965931) (← links)
• Trading Fractional Brownian Motion (Q4971980) (← links)
• Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113) (← links)
• Wavelet-Picard iterative method for solving singular fractional nonlinear partial differential equations with initial and boundary conditions (Q4993645) (← links)
• Bounds for expected supremum of fractional Brownian motion with drift (Q4997196) (← links)
• A NEW NUMERICAL TREATMENT FOR FRACTIONAL DIFFERENTIAL EQUATIONS BASED ON NON-DISCRETIZATION OF DATA USING LAGUERRE POLYNOMIALS (Q5025620) (← links)
• APPLICATIONS OF BI-FRAMELET SYSTEMS FOR SOLVING FRACTIONAL ORDER DIFFERENTIAL EQUATIONS (Q5025625) (← links)
• The self-organized critical multiverse (Q5027441) (← links)
• Interval oscillation criteria for impulsive conformable partial differential equations (Q5028809) (← links)
• An efficient high-order numerical algorithm for the time fractional Fokker–Planck equations (Q5031224) (← links)
• Numerical algorithm to solve generalized fractional pantograph equations with variable coefficients based on shifted Chebyshev polynomials (Q5031762) (← links)
• EXISTENCE THEORY TO A CLASS OF FRACTIONAL ORDER HYBRID DIFFERENTIAL EQUATIONS (Q5062400) (← links)
• Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
• Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence (Q5093983) (← links)
• (Q5101767) (← links)
• QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
• Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (Q5124734) (← links)
• Fractionally integrated ARMA for crude palm oil prices prediction: case of potentially overdifference (Q5129156) (← links)
• A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
• Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)
• Solving Parametric Fractional Differential Equations Arising from the Rough Heston Model Using Quasi-Linearization and Spectral Collocation (Q5144185) (← links)
• (Q5149035) (← links)
• A new operational matrix for solving two-dimensional nonlinear integral equations of fractional order (Q5193435) (← links)
• Legendre-collocation spectral solver for variable-order fractional functional differential equations (Q5211862) (← links)
• A Study on Functional Fractional Integro-Differential Equations of Hammerstein type (Q5211867) (← links)