The following pages link to (Q5688319):
Displaying 23 items.
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- A simple nonlinear time series model with misleading linear properties (Q1285516) (← links)
- Nonlinear time series with long memory: A model for stochastic volatility (Q1299552) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
- On the memory of products of long range dependent time series (Q1672905) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- A model for long memory conditional heteroscedasticity. (Q1872488) (← links)
- Nonlinear autoregressive models and long memory (Q1929116) (← links)
- Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446) (← links)
- Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory (Q2630165) (← links)
- Nonlinearity and temporal dependence (Q2630203) (← links)
- Long Memory in Nonlinear Processes (Q3416892) (← links)
- (Q3551878) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← links)
- The memory of stochastic volatility models (Q5932777) (← links)
- A new estimator for LARCH processes (Q6148345) (← links)
