Pages that link to "Item:Q4807264"
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The following pages link to ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q4807264):
Displaying 21 items.
- Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Inference for unstable long-memory processes with applications to fractional unit root autoregressions (Q1914264) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- A joint test of fractional integration and structural breaks at a known period of time (Q4677037) (← links)
- ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES (Q4870527) (← links)
- Modification of autoregressive fractionally integrated moving average models for the estimation of persistence (Q4935544) (← links)
- The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise (Q5038449) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion (Q6540877) (← links)
- Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\) (Q6592818) (← links)
