Pages that link to "Item:Q278055"
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The following pages link to Estimation of mis-specified long memory models (Q278055):
Displaying 11 items.
- Misspecification tests for periodic long memory GARCH models (Q257484) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
- The estimation of misspecified long memory models (Q2511781) (← links)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS (Q3707195) (← links)
- EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
- Out-of-sample forecast errors in misspecific perturbed long memory processes. (Q5956472) (← links)