Pages that link to "Item:Q2397718"
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The following pages link to Long memory, fractional integration, and cross-sectional aggregation (Q2397718):
Displaying 11 items.
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- Long memory and multifractality: a joint test (Q1619397) (← links)
- Numerical simulation of fractional control system using Chebyshev polynomials (Q1720900) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- Varieties of long memory models (Q1922359) (← links)
- An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (Q2329801) (← links)
- APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL (Q3583032) (← links)
- Harmonically Weighted Processes (Q5111777) (← links)
- Fractionally Integrated Long Horizon Regressions (Q5452768) (← links)
- Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)
- Spurious multivariate regressions under fractionally integrated processes (Q6587708) (← links)