Pages that link to "Item:Q2182145"
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The following pages link to Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145):
Displaying 5 items.
- Estimation of mis-specified long memory models (Q278055) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- Fractional integration with Bloomfield exponential spectral disturbances: a Monte Carlo experiment and an application (Q934270) (← links)
- Estimating the fractionally integrated process in the presence of measurement errors (Q1292338) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)