Pages that link to "Item:Q3577205"
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The following pages link to Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205):
Displaying 5 items.
- Fractional integration with Bloomfield exponential spectral disturbances: a Monte Carlo experiment and an application (Q934270) (← links)
- Long memory and multifractality: a joint test (Q1619397) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
- Testing unit roots of financial time series: an application to major stock markets in Asia-Pacific area (Q2886013) (← links)