Pages that link to "Item:Q135663"
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The following pages link to Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663):
Displaying 13 items.
- nsarfima (Q135666) (← links)
- Minimum Hellinger distance estimation of an ARFIMA process (Q456641) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Estimation of a stationary multivariate ARFIMA process (Q1711518) (← links)
- Efficiency improvements for minimum distance estimation of causal and invertible ARMA models (Q1787254) (← links)
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
- (Q3502472) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- Robust minimum distance estimators for the CARR(1,1) model (Q5033942) (← links)