Pages that link to "Item:Q3638531"
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The following pages link to A multivariate long-memory model with structural breaks (Q3638531):
Displaying 5 items.
- Spectral properties of a nonlocal second-order difference operator (Q483745) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- Stability and convergence of difference schemes approximating a two-parameter nonlocal boundary value problem (Q2435161) (← links)
- Estimation of structural mean breaks for long-memory data sets (Q4600788) (← links)