Pages that link to "Item:Q2477005"
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The following pages link to Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005):
Displaying 28 items.
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points (Q356616) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Impulse responses of antipersistent processes (Q694922) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Real-time monitoring test for realized volatility (Q1695554) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
- Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes (Q2231017) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
- On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes (Q4236518) (← links)
- Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
- Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- Obtaining prediction intervals for FARIMA processes using the sieve bootstrap (Q5219458) (← links)
- Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- Market integration, systemic risk and diagnostic tests in large mixed panels (Q5861058) (← links)
- Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
- On the asymptotic behavior of a finite section of the optimal causal filter (Q6589587) (← links)
