The following pages link to Seasonal FIEGARCH processes (Q1615155):
Displaying 6 items.
- Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes (Q1782687) (← links)
- The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
- Long memory with seasonal effects (Q5933668) (← links)
- SYMARFIMA: a dynamical model for conditionally symmetric time series with long range dependence mean structure (Q6101690) (← links)