Pages that link to "Item:Q5696845"
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The following pages link to LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845):
Displaying 3 items.
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- Inducing normality from non-Gaussian long memory time series and its application to stock return data (Q3103156) (← links)
- Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (Q3552843) (← links)
