Pages that link to "Item:Q3416892"

The following pages link to Long Memory in Nonlinear Processes (Q3416892):

Displaying 39 items.

• Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
• Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
• Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
• A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
• A multivariate generalized long memory model (Q961012) (← links)
• Long memory and forecasting in euro/yen deposit rates (Q1000434) (← links)
• A simple nonlinear time series model with misleading linear properties (Q1285516) (← links)
• Nonlinear time series with long memory: A model for stochastic volatility (Q1299552) (← links)
• Possible origin of the non-linear long-term autocorrelations within the Gaussian regime (Q1412905) (← links)
• Long memory and multifractality: a joint test (Q1619397) (← links)
• Conditional statistical properties of the complex systems having long-duration memory (Q1782947) (← links)
• Long-time tails of correlation and memory functions (Q1848197) (← links)
• A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Varieties of long memory models (Q1922359) (← links)
• Short and long memory in stock returns data (Q1925895) (← links)
• Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
• Nonlinear autoregressive models and long memory (Q1929116) (← links)
• Strange properties of linear reservoirs in the infinitely large limit for prediction of continuous-time signals (Q2106521) (← links)
• The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
• Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
• Long memory and self-similar processes (Q2458948) (← links)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory (Q2630165) (← links)
• Nonlinearity and temporal dependence (Q2630203) (← links)
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (Q3317942) (← links)
• LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY (Q3985818) (← links)
• Fitting long-memory models by generalized linear regression (Q4299461) (← links)
• On the Autocorrelation Properties of Long‐Memory GARCH Processes (Q4828181) (← links)
• (Q4934275) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
• (Q5688319) (← links)
• Gradual changes in long memory processes with applications (Q5758160) (← links)
• Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)
• ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
• Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
• A tail index estimation for long memory processes (Q6622514) (← links)