Pages that link to "Item:Q1659057"
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The following pages link to Computation of the autocovariances for time series with multiple long-range persistencies (Q1659057):
Displaying 6 items.
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- Small-sample Autocorrelation Structure for Long-memory Time Series (Q3486698) (← links)
- Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes (Q5467611) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
- Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)