The following pages link to Varieties of long memory models (Q1922359):
Displaying 50 items.
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- A regime switching long memory model for electricity prices (Q291856) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
- Quantifying and understanding the economics of large financial movements (Q844583) (← links)
- Volatility return intervals analysis of the Japanese market (Q978689) (← links)
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- A simple nonlinear time series model with misleading linear properties (Q1285516) (← links)
- Properties of moments of a family of GARCH processes (Q1302764) (← links)
- Long memory and changepoint models: a spectral classification procedure (Q1702010) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Stochastic processes with power-law stability and a crossover in power-law correlations (Q1847436) (← links)
- Modeling volatility persistence of speculative returns: a new approach (Q1922363) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida (Q1955261) (← links)
- On the classification of financial data with domain agnostic features (Q2060754) (← links)
- Parameter-free quantification of stochastic and chaotic signals (Q2120368) (← links)
- Adaptive realized hyperbolic GARCH process: stability and estimation (Q2138236) (← links)
- Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
- Learning can generate long memory (Q2294508) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- On some generalization of fractional Brownian motions (Q2497605) (← links)
- The aggregation of dynamic relationships caused by incomplete information (Q2511791) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676) (← links)
- More on the volatility-trading volume relationship in emerging markets: The Chinese stock market (Q3184496) (← links)
- Long memory random fields (Q3416891) (← links)
- Why Aggregate Long Memory Time Series? (Q3539877) (← links)
- Distinguishing short and long memory volatility specifications (Q3548528) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- Multiresolution approximation for volatility processes (Q4646772) (← links)
- Volatility processes and volatility forecast with long memory (Q4647598) (← links)
- Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations (Q4676999) (← links)
- LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
- A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
- The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise (Q5038449) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- Processes for stocks capturing their statistical properties from one day to one year (Q5245352) (← links)
- Optimal approximations of power laws with exponentials: application to volatility models with long memory (Q5440097) (← links)
- Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)
