Pages that link to "Item:Q4787612"

The following pages link to ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY (Q4787612):

Displaying 18 items.

• Beta autoregressive fractionally integrated moving average models (Q80218) (← links)
• Estimation of seasonal fractionally integrated processes (Q959186) (← links)
• Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
• Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
• On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
• Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
• Invariance of the first difference in ARFIMA models (Q2463656) (← links)
• Parametric estimation for ARFIMA models via spectral methods (Q2493248) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
• First-order bias correction for fractionally integrated time series (Q3645634) (← links)
• (Q4284415) (← links)
• A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
• Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
• Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)
• A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
• Parametric and semiparametric estimations of stationary univariate ARFIMA models (Q5956042) (← links)
• Bayesian estimation of fractional difference parameter in ARFIMA models and its application (Q6127113) (← links)