Pages that link to "Item:Q4386471"
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The following pages link to The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter (Q4386471):
Displaying 5 items.
- Parameter estimation in low order fractionally differenced ARMA processes (Q1263210) (← links)
- The bias of lag window estimators of the fractional difference parameter. (Q1432802) (← links)
- REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES (Q3141188) (← links)
- ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES (Q4272767) (← links)
- ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES (Q4324815) (← links)