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Estimation theory
autocorrelation function
18
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long memory processes
17
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13
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10
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9
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Irungu, Irene W.
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1
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1
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1
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Lillo, Fabrizio
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Journal of mathematical finance
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Econometric reviews
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International journal of monetary economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
Ercolani, Joanne S.
-
2010
Persistent link: https://www.econbiz.de/10009374216
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2
The effect of round-off error on long memory processes
La Spada, Gabriele
;
Lillo, Fabrizio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
4
,
pp. 445-482
Persistent link: https://www.econbiz.de/10010461206
Saved in:
3
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
4
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
5
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
6
Study of structure of flows of a technological apparatus using the theory of random functions
Beznosyk, Yurii
;
Bugaieva, Liudmyla
- In:
Technology audit and production reserves
1
(
2021
)
3/57
,
pp. 16-20
Persistent link: https://www.econbiz.de/10013161686
Saved in:
7
Consistency of the model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 266-282
Persistent link: https://www.econbiz.de/10011874721
Saved in:
8
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
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