Gaussian Semiparametric Estimation of Long Range Dependence
about
Long memory mean and volatility models of platinum and palladium price return series under heavy tailed distributionsLong-range temporal correlations in neural narrowband time-series arise due to critical dynamicsLong-range temporal correlations in the EEG bursts of human preterm babies.Markov chain-based method for generating long-range dependence.Beyond long memory in heart rate variability: an approach based on fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity.Spectrum-based estimators of the bivariate Hurst exponent.Robustness of estimators of long-range dependence and self-similarity under non-Gaussianity.A Note on Whittle's LikelihoodLong Range Dependence and Breaks in Energy PricesInflation Forecasting in Angola: A Fractional ApproachMean reversion of short-run interest rates: empirical evidence from new EU countriesFractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU EnlargementETA: A PERSISTENT PHENOMENONTime series modeling of paleoclimate dataOn the persistence of prices in Mexico: a fractional integration approachWhat explains long memory in futures price volatility?Long memory and mean reversion in real exchange rates in Latin AmericaStrong dependence in the real interest ratesNew revelations about unemployment persistence in Spain: time-series and panel data approaches using regional dataForecasting the real output using fractionally integrated techniquesMeasuring persistence in Croatian tourism: evidence from the Adriatic regionTesting for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countriesA New Test for Short Memory in Long Memory Time SeriesThe nature of the relationship between international tourism and international trade: the case of German imports of Spanish wineTesting for substitutability in the mackerel market: a new method using fractional cointegrationLong Memory Process in Asset Returns with Multivariate GARCH Innovations
P2860
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P2860
Gaussian Semiparametric Estimation of Long Range Dependence
description
1995 nî lūn-bûn
@nan
1995 թուականի Հոկտեմբերին հրատարակուած գիտական յօդուած
@hyw
1995 թվականի հոտեմբերին հրատարակված գիտական հոդված
@hy
1995年の論文
@ja
1995年論文
@yue
1995年論文
@zh-hant
1995年論文
@zh-hk
1995年論文
@zh-mo
1995年論文
@zh-tw
1995年论文
@wuu
name
Gaussian Semiparametric Estimation of Long Range Dependence
@ast
Gaussian Semiparametric Estimation of Long Range Dependence
@en
type
label
Gaussian Semiparametric Estimation of Long Range Dependence
@ast
Gaussian Semiparametric Estimation of Long Range Dependence
@en
prefLabel
Gaussian Semiparametric Estimation of Long Range Dependence
@ast
Gaussian Semiparametric Estimation of Long Range Dependence
@en
P356
P1433
P1476
Gaussian Semiparametric Estimation of Long Range Dependence
@en
P2093
P. M. Robinson
P304
P356
10.1214/AOS/1176324317
P577
1995-10-01T00:00:00Z