The following pages link to (Q3746737):
Displaying 25 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Estimation of seasonal fractionally integrated processes (Q959186) (← links)
- Modeling long term lake variations by physically based stochastic dynamic models (Q1111841) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
- A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
- A minimum distance estimator for long-memory processes (Q1915449) (← links)
- A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
- A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
- Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- (Q3795104) (← links)
- Modelling long-term dependence in measurement errors of plutonium concentration (Q4012969) (← links)
- (Q4682143) (← links)
- (Q5688319) (← links)
- Forecasting highly persistent time series with bounded spectrum processes (Q6099124) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
- Cyclical long memory: decoupling, modulation, and modeling (Q6596208) (← links)
- GARTFIMA process and its empirical spectral density based estimation (Q6604252) (← links)
- Periodic trawl processes: simulation, statistical inference and applications in energy markets (Q6610446) (← links)
