The following pages link to ARFIMA (Q21484):
Displaying 19 items.
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
- Nonlinearities in the exchange rates returns and volatility (Q1847467) (← links)
- A permanent-transitory decomposition for ARFIMA processes (Q1878834) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- Biases in the simulation and analysis of fractal processes (Q2283757) (← links)
- Climate time series analysis. Classical statistical and bootstrap methods (Q2434450) (← links)
- Variable selection in time series forecasting using random forests (Q2633174) (← links)
- Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- ARFIMAX and ARFIMAX-TARCH realized volatility modeling (Q3183838) (← links)
- Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (Q3368345) (← links)
- Overlaying Time Scales in Financial Volatility Data (Q3571981) (← links)
- EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS (Q4814248) (← links)
- Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)
