Showing 1 - 10 of 390
Persistent link: https://www.econbiz.de/10001768328
Persistent link: https://www.econbiz.de/10001794759
This paper studies fractional processes that may be perturbed by weakly dependent time series. The model for a perturbed fractional process has a components framework in which there may be components of both long and short memory. All commonly used estimates of the long memory parameter (such as...
Persistent link: https://www.econbiz.de/10014116703
Persistent link: https://www.econbiz.de/10003925716
Persistent link: https://www.econbiz.de/10003357487
Persistent link: https://www.econbiz.de/10003761525
Persistent link: https://www.econbiz.de/10003761924
Persistent link: https://www.econbiz.de/10003767435
Persistent link: https://www.econbiz.de/10003468430
Persistent link: https://www.econbiz.de/10003726590