Pages that link to "Item:Q5953179"
From MaRDI portal
The following pages link to Robust estimation of GARMA model parameters with an application to cointegration among interest rates of industrialized countries (Q5953179):
Displaying 7 items.
- A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan (Q816779) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
- Inference for estimators of generalized long memory processes (Q6204970) (← links)
- Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)