Pages that link to "Item:Q959186"

The following pages link to Estimation of seasonal fractionally integrated processes (Q959186):

Displaying 22 items.

• Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
• The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
• Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model (Q726673) (← links)
• On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
• Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
• Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models (Q1010441) (← links)
• Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
• Seasonal misspecification in the context of fractionally integrated univariate time series (Q1408470) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment (Q1863709) (← links)
• Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
• A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• Periodic and seasonal (co-)integration in the state space framework (Q2328546) (← links)
• Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
• The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
• The limiting distribution of the least‐squares estimator in nearly integrated seasonal models (Q4021166) (← links)
• (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES (Q4299025) (← links)
• Small Sample Properties of Frequency Domain Estimators for the Fractional Model (Q4678886) (← links)
• Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
• Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) (← links)
• Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)