Pages that link to "Item:Q1808561"
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The following pages link to Indirect estimation of ARFIMA and VARFIMA models (Q1808561):
Displaying 11 items.
- Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
- Maximum likelihood estimation in vector long memory processes via EM algorithm (Q961903) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
- A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- Small Sample Properties of Frequency Domain Estimators for the Fractional Model (Q4678886) (← links)
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data (Q5107711) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
- Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)
- An introduction to vector Gegenbauer processes with long memory (Q6541468) (← links)
