Pages that link to "Item:Q2744934"
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The following pages link to Averaged periodogram spectral estimation with long-memory conditional heteroscedasticity (Q2744934):
Displaying 13 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
- Averaged periodogram estimation of long memory (Q1922368) (← links)
- Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
- A limit theorem for quadratic forms and its applications (Q2886972) (← links)
- The averaged periodogram estimator for a power law in coherency (Q2930895) (← links)
- Learning of periodic signals-an averaging analysis (Q4361368) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
- (Q4725569) (← links)
- On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181) (← links)
- Autoregressive spectral estimates under ignored changes in the mean (Q5063329) (← links)
- Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)
- The average periodogram for nonstationary vector time series (Q5933674) (← links)