Pages that link to "Item:Q5118577"
From MaRDI portal
The following pages link to TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577):
Displaying 3 items.
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)