Pages that link to "Item:Q3774773"
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The following pages link to ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (Q3774773):
Displaying 10 items.
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Time series regression with long-range dependence (Q1355170) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129) (← links)
- DIFFERENTIAL GEOMETRY OF<i>ARFIMA</i>PROCESSES (Q4540694) (← links)
- SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- Stochastic differential equations with fractional Brownian motion input (Q5287942) (← links)
- Estimation of impulse response functions using long autoregression (Q5427679) (← links)