Pages that link to "Item:Q3646949"
From MaRDI portal
The following pages link to ARCH(∞) Models and Long Memory Properties (Q3646949):
Displaying 17 items.
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- Invariance principles for tempered fractionally integrated processes (Q1615896) (← links)
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) (← links)
- Scaling transition for long-range dependent Gaussian random fields (Q2342393) (← links)
- Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes (Q2677477) (← links)
- Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
- Approximation of the first passage time distribution for the birth–death processes (Q3303375) (← links)
- A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
- STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (Q4554600) (← links)
- On Asymptotic Theory for ARCH (∞) Models (Q4596427) (← links)
- STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS (Q4814249) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- Long-range memory test by the burst and inter-burst duration distribution (Q5856921) (← links)
- Delayed interactions in the noisy voter model through the periodic polling mechanism (Q6622850) (← links)
