Pages that link to "Item:Q2886982"
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The following pages link to Long-run covariance matrices for fractionally integrated processes (Q2886982):
Displaying 7 items.
- A complete asymptotic series for the autocovariance function of a long memory process (Q299260) (← links)
- On the eigenstructure of generalized fractional processes. (Q1423091) (← links)
- On the memory of products of long range dependent time series (Q1672905) (← links)
- Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes (Q2405218) (← links)
- Long memory and long run variation (Q2628841) (← links)
- Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence (Q5093983) (← links)
- Fractionally Integrated Long Horizon Regressions (Q5452768) (← links)