Pages that link to "Item:Q3192403"

The following pages link to Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403):

Displaying 6 items.

• A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
• Bias correction for the regression-based LM fractional integration test (Q732235) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
• First-order bias correction for fractionally integrated time series (Q3645634) (← links)
• Modification of autoregressive fractionally integrated moving average models for the estimation of persistence (Q4935544) (← links)