Pages that link to "Item:Q2196655"
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The following pages link to Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655):
Displaying 6 items.
- A simple long-memory equilibrium interest rate model (Q1391624) (← links)
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- (Q5209439) (← links)
- Robust estimation of GARMA model parameters with an application to cointegration among interest rates of industrialized countries (Q5953179) (← links)
- Inference for estimators of generalized long memory processes (Q6204970) (← links)
- Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)