Pages that link to "Item:Q1292338"
From MaRDI portal
The following pages link to Estimating the fractionally integrated process in the presence of measurement errors (Q1292338):
Displaying 10 items.
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- The bias of lag window estimators of the fractional difference parameter. (Q1432802) (← links)
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
- ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
- The polynomial aggregated AR(1) model* (Q5469921) (← links)
- Time series properties of aggregated AR(2) processes (Q5958410) (← links)