Pages that link to "Item:Q3141186"
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The following pages link to TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION (Q3141186):
Displaying 18 items.
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- Estimation of the fractionally differencing parameter with the R/S method (Q1350272) (← links)
- The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
- Estimating the differencing parameter via the partial autocorrelation function (Q1586563) (← links)
- Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets (Q1614011) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479) (← links)
- Tests of long memory: a bootstrap approach (Q2575452) (← links)
- Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187) (← links)
- BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539) (← links)
- A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction (Q5128611) (← links)
- LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES (Q5696886) (← links)
- Waves and persistence in merger and acquisition activity (Q5940745) (← links)
