Pages that link to "Item:Q4881703"

The following pages link to A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (Q4881703):

Displaying 24 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
• A wavelet-based approach for modelling exchange rates (Q719004) (← links)
• On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
• Estimation of seasonal fractionally integrated processes (Q959186) (← links)
• Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
• Estimating parameters of a \(k\)-factor GIGARCH process (Q1887011) (← links)
• Spurious regressions between stationary generalized long memory processes (Q1929069) (← links)
• A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
• The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
• Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
• A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
• Modification of autoregressive fractionally integrated moving average models for the estimation of persistence (Q4935544) (← links)
• Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence (Q5093983) (← links)
• LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES (Q5696886) (← links)
• Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)
• Comparison of standard long memory time series (Q6564309) (← links)
• Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)