Pages that link to "Item:Q3604092"
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The following pages link to Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092):
Displaying 14 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
- Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
- Evaluating the efficiency of fractional integration parameter estimators (Q3564762) (← links)
- ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034) (← links)
- Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
- A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
- Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)
- A Bayesian approach to estimating the long memory parameter (Q5962435) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
