Pages that link to "Item:Q1370193"
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The following pages link to Sample autocorrelations of nonstationary fractionally integrated series (Q1370193):
Displaying 10 items.
- On the origin of high persistence in GARCH-models (Q429135) (← links)
- Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707) (← links)
- The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
- Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence (Q1428297) (← links)
- Effect of the order of fractional integration on impulse responses (Q2345166) (← links)
- Spurious persistence in stochastic volatility (Q2451401) (← links)
- Distribution asymptotique des autocorrélations d'un processus saisonnier non stationnaire (Q3470008) (← links)
- Small-sample Autocorrelation Structure for Long-memory Time Series (Q3486698) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT (Q3745107) (← links)
- Spurious multivariate regressions under fractionally integrated processes (Q6587708) (← links)