Pages that link to "Item:Q1362033"
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The following pages link to Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033):
Displaying 13 items.
- Data analysis using regression models with missing observations and long-memory: an application study (Q959290) (← links)
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes (Q2499091) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)
- BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539) (← links)
- Bayesian Inference for ARFIMA Models (Q5226139) (← links)
- Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505) (← links)
- A Bayesian approach to estimating the long memory parameter (Q5962435) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
- Bayesian estimation of fractional difference parameter in ARFIMA models and its application (Q6127113) (← links)
