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Search: subject_exact:"ARFIMA model"
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ARMA model
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Discussion paper / Tinbergen Institute
17
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Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003468435
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2
Using subspace methods for estimating ARMA models for multivariate time series with conditionally heteroskedastic innovations
Bauer, Dietmar
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2004
Persistent link: https://www.econbiz.de/10001961601
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3
Expansions for approximate maximum likelihood estimators of the fractional difference
Lieberman, Offer
;
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148145
Saved in:
4
Adjustment is much slower than you think
Caballero, Ricardo J.
;
Engel, Eduardo
-
2003
Persistent link: https://www.econbiz.de/10001794023
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