Pages that link to "Item:Q5080471"

The following pages link to Estimation of Long Memory in Integrated Variance (Q5080471):

Displaying 9 items.

• Statistical estimation for CAPM with long-memory dependence (Q764801) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
• Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
• On a general class of long run variance estimators (Q2446261) (← links)
• One-way analysis of variance with long memory errors and its application to stock return data (Q3607870) (← links)
• ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034) (← links)
• Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
• An Econometric Analysis of Volatility Discovery (Q6626277) (← links)