Pages that link to "Item:Q3638584"
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The following pages link to A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584):
Displaying 6 items.
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
- On the estimation of short memory components in long memory time series models (Q2691673) (← links)
- Regime switching with structural breaks in output convergence (Q2691764) (← links)
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
- Markov regime switching in mean and in fractional integration parameter (Q4607353) (← links)