Pages that link to "Item:Q1623516"
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The following pages link to Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516):
Displaying 12 items.
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Long memory affine term structure models (Q898585) (← links)
- Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox (Q1695672) (← links)
- Estimating memory parameter in the US inflation rate (Q1927805) (← links)
- Long memory or structural changes: an empirical examination on inflation rates (Q1927900) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
- Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks (Q2687889) (← links)
- Using the hybrid Phillips curve with memory to forecast US inflation (Q2691718) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
