Pages that link to "Item:Q4280040"
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The following pages link to On the invertibility of fractionally differenced ARIMA processes (Q4280040):
Displaying 11 items.
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Minimum Hellinger distance estimation of an ARFIMA process (Q456641) (← links)
- The invertibility of sampled and aggregated ARMA models (Q800675) (← links)
- Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
- Inversion of Wiener-Hopf truncated operators and prediction error for continuous time ARMA processes (Q1012786) (← links)
- Bayesian analysis of long memory and persistence using ARFIMA models (Q1362033) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← links)
- A Class of Antipersistent Processes (Q3505318) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- On the inversion of an autoregressive process of finite order (Q6061557) (← links)
