Pages that link to "Item:Q2628841"
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The following pages link to Long memory and long run variation (Q2628841):
Displaying 6 items.
- A complete asymptotic series for the autocovariance function of a long memory process (Q299260) (← links)
- On the memory of products of long range dependent time series (Q1672905) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Long-run covariance matrices for fractionally integrated processes (Q2886982) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- Long memory with seasonal effects (Q5933668) (← links)