Pages that link to "Item:Q4299025"

The following pages link to (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES (Q4299025):

Displaying 34 items.

• Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
• Properties of seasonal long memory processes (Q732661) (← links)
• A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (Q815480) (← links)
• Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
• Estimation of seasonal fractionally integrated processes (Q959186) (← links)
• Seasonal misspecification in the context of fractionally integrated univariate time series (Q1408470) (← links)
• A new kernel for long-run variance estimates in seasonal time series models (Q1607261) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Stationary persistent time series misspecified as nonstationary arima (Q1815624) (← links)
• A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
• Extending the Fama and French model with a long term memory factor (Q2030695) (← links)
• Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
• Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145) (← links)
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814) (← links)
• Deterministic seasonality versus seasonal fractional integration (Q2386153) (← links)
• The<i>k</i>-factor GARMA Process with Infinite Variance Innovations (Q2809616) (← links)
• The stochastic unit root model and fractional integration: An extension to the seasonal case (Q3505205) (← links)
• Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
• The periodogram regression:correction and comments (Q4337127) (← links)
• A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (Q4406237) (← links)
• LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793) (← links)
• Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)
• Finite sample performance of frequency- and time-domain tests for seasonal fractional integration (Q5218872) (← links)
• Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897) (← links)
• (Q5389647) (← links)
• (Q5389657) (← links)
• Modelling U.S. monthly inflation in terms of a jointly seasonal and non-seasonal long memory process (Q5467275) (← links)
• Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367) (← links)
• Long memory with seasonal effects (Q5933668) (← links)
• Out-of-sample forecast errors in misspecific perturbed long memory processes. (Q5956472) (← links)
• Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)