The following pages link to (Q4682143):
Displaying 50 items.
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
- The past and future of empirical finance: some personal comments (Q265100) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Constancy test for FARIMA long memory processes (Q458109) (← links)
- Short-term load forecasting method based on fuzzy time series, seasonality and long memory process (Q518618) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Can Markov switching model generate long memory? (Q741329) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- On the memory of products of long range dependent time series (Q1672905) (← links)
- Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
- Productivity with fatigue and long memory: fractional calculus approach (Q1738682) (← links)
- Powerful nonparametric seasonal unit root tests (Q1787583) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Varieties of long memory models (Q1922359) (← links)
- Long memory continuous time models (Q1922361) (← links)
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
- Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
- Nonlocal statistical mechanics: general fractional Liouville equations and their solutions (Q2111655) (← links)
- Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models (Q2140429) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- Spatial long memory (Q2195534) (← links)
- Self-organization with memory (Q2207359) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- Harrod-Domar growth model with memory and distributed lag (Q2306128) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process (Q2324339) (← links)
- Macroeconomic models with long dynamic memory: fractional calculus approach (Q2335775) (← links)
- Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory (Q2630165) (← links)
