Pages that link to "Item:Q1922356"
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The following pages link to Fractional differencing and long memory processes (Q1922356):
Displaying 18 items.
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Prediction of fractional processes with long-range dependence (Q431593) (← links)
- From Newton's equation to fractional diffusion and wave equations (Q537163) (← links)
- Nonlinear time series: computations and applications (Q613795) (← links)
- Regression model fitting with long memory errors (Q1299429) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Estimating long-range dependence: Finite sample properties and confidence intervals (Q1611161) (← links)
- Long memory and multifractality: a joint test (Q1619397) (← links)
- A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
- From radiation and space exploration to the fractional calculus (Q2089162) (← links)
- Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
- APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL (Q3583032) (← links)
- (Q4206266) (← links)
- Fractional Deterministic Factor Analysis of Economic Processes with Memory and Nonlocality (Q4609623) (← links)
- (Q4718517) (← links)
- Long Memory in Finance and Fractional Brownian Motion (Q5325410) (← links)
- Gradual changes in long memory processes with applications (Q5758160) (← links)
- Towards solving linear fractional differential equations with Hermite operational matrix (Q6113519) (← links)
