Pages that link to "Item:Q299256"
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The following pages link to Nonlinear models for strongly dependent processes with financial applications (Q299256):
Displaying 16 items.
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Impulse responses of antipersistent processes (Q694922) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Nonlinear autoregressive models and long memory (Q1929116) (← links)
- Long memory estimation in a non-Gaussian bivariate process (Q2668362) (← links)
- On the estimation of short memory components in long memory time series models (Q2691673) (← links)
- Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Nonstationary dynamic models with finite dependence (Q3306061) (← links)
- (Q3368263) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- Recent Advances in Estimating Nonlinear Models (Q5327522) (← links)
- A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
- On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations (Q6619731) (← links)
- An extended exponential SEMIFAR model with application in R (Q6641313) (← links)
