Pages that link to "Item:Q3632395"

The following pages link to A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Q3632395):

Displaying 26 items.

• Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
• Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
• Likelihood based testing for no fractional cointegration (Q736557) (← links)
• Perpetual learning and apparent long memory (Q1657333) (← links)
• Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049) (← links)
• Theory and applications of financial chaos index (Q2070531) (← links)
• Estimating the mean under strong persistence (Q2300362) (← links)
• Modelling systems with a mixture of \(I(d)\) and \(I(0)\) variables using the fractionally co-integrated VAR model (Q2311165) (← links)
• Long- versus medium-run identification in fractionally integrated VAR models (Q2512358) (← links)
• Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
• Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
• (Q2971501) (← links)
• A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
• Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
• Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946) (← links)
• Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
• Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (Q5226145) (← links)
• A general inversion theorem for cointegration (Q5860964) (← links)
• Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
• Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)
• An Econometric Analysis of Volatility Discovery (Q6626277) (← links)
• On the Identification of Fractionally Cointegrated VAR Models With the<i>F(d)</i>Condition (Q6634848) (← links)