Pages that link to "Item:Q2499091"
From MaRDI portal
The following pages link to Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes (Q2499091):
Displaying 22 items.
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- MODWT-ARMA model for time series prediction (Q1994497) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- BAYESIAN ANALYSIS OF VECTOR ARFIMA PROCESSES (Q4391379) (← links)
- A Wavelet‐Based Bayesian Approach to Regression Models with Long Memory Errors and Its Application to fMRI Data (Q4919583) (← links)
- MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
- Bayesian Inference for ARFIMA Models (Q5226139) (← links)
- Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to Ravishanker, N. and B. K. Ray (1997) <i>Australian Journal of Statistics</i> 39 (3), 295–311 (Q5234447) (← links)
- Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505) (← links)
- Inference on fractal processes using multiresolution approximation (Q5449354) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
