Pages that link to "Item:Q1128623"
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The following pages link to A comparison of techniques of estimation in long-memory processes. (Q1128623):
Displaying 18 items.
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
- Estimation of long-range dependent parameters based on real traffic (Q956094) (← links)
- Estimation of the fractionally differencing parameter with the R/S method (Q1350272) (← links)
- Mean square prediction error for long-memory processes (Q1402928) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
- Prediction intervals for farima processes by bootstrap methods (Q2708090) (← links)
- Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
- Temporal Aggregation and Bandwidth selection in estimating long memory (Q3505325) (← links)
- Why Aggregate Long Memory Time Series? (Q3539877) (← links)
- A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
