Pages that link to "Item:Q1922365"

The following pages link to Estimating a generalized long memory process (Q1922365):

Displaying 50 items.

• A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
• A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• Estimation of mis-specified long memory models (Q278055) (← links)
• Aggregation of the generalized fractional processes (Q485603) (← links)
• A wavelet-based approach for modelling exchange rates (Q719004) (← links)
• On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
• Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
• Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
• Determination of Gegenbauer-type random process models (Q1127491) (← links)
• A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
• Generalized inverse extrapolation of stochastic processes by an aggregate of continuous discrete observations with memory (Q1386990) (← links)
• On the eigenstructure of generalized fractional processes. (Q1423091) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Computation of the autocovariances for time series with multiple long-range persistencies (Q1659057) (← links)
• State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
• A new time domain estimation of \(k\)-factors GARMA processes (Q1759427) (← links)
• Estimating parameters of a \(k\)-factor GIGARCH process (Q1887011) (← links)
• Spurious regressions between stationary generalized long memory processes (Q1929069) (← links)
• Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (Q1934059) (← links)
• Adaptive estimation of the lag of a long-memory process (Q1962688) (← links)
• A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
• Generalized Bernoulli process: simulation, estimation, and application (Q2076955) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
• Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
• The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
• Convex combinations of long memory estimates from different sampling rates (Q2463650) (← links)
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
• The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
• (Q3200421) (← links)
• Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
• A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
• ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS (Q3707195) (← links)
• ON GENERALIZED FRACTIONAL PROCESSES (Q4203667) (← links)
• On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
• A note on calculating autocovariances of long‐memory processes (Q4677006) (← links)
• Precious metals under the microscope: a high-frequency analysis (Q4683093) (← links)
• GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (Q4792117) (← links)
• Estimation of the frequency in cyclical long-memory series (Q5300759) (← links)
• Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619) (← links)
• Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)
• Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)
• Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
• An introduction to vector Gegenbauer processes with long memory (Q6541468) (← links)
• GARTFIMA process and its empirical spectral density based estimation (Q6604252) (← links)
• Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)