2

General Autoregressive Models with Long-Memory Noise

Year:
2002
Language:
english
File:
PDF, 117 KB
english, 2002
5

Optimal prediction with nonstationary ARFIMA model

Year:
2007
Language:
english
File:
PDF, 320 KB
english, 2007
8

A proof of asymptotic normality for some VARX models

Year:
1995
Language:
english
File:
PDF, 260 KB
english, 1995
9

Least squares estimator for regression models with some deterministic time varying parameters

Year:
1996
Language:
english
File:
PDF, 283 KB
english, 1996
11

Fractionally integrated time varying GARCH model

Year:
2010
Language:
english
File:
PDF, 481 KB
english, 2010
12

Behaviour of skewness, kurtosis and normality tests in long memory data

Year:
2010
Language:
english
File:
PDF, 264 KB
english, 2010
13

A wavelet-based approach for modelling exchange rates

Year:
2011
Language:
english
File:
PDF, 763 KB
english, 2011
14

Seasonal Nonlinear Long Memory Model for the US Inflation Rates

Year:
2008
Language:
english
File:
PDF, 304 KB
english, 2008
16

Which Econometric Specification to Characterize the U.S. Inflation Rate Process?

Year:
2009
Language:
english
File:
PDF, 775 KB
english, 2009
17

Structural Change and Long Memory in the Dynamic of U.S. Inflation Process

Year:
2009
Language:
english
File:
PDF, 827 KB
english, 2009
18

Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series

Year:
2008
Language:
english
File:
PDF, 568 KB
english, 2008
19

Evidence on structural changes in U.S. time series

Year:
2005
Language:
english
File:
PDF, 1.05 MB
english, 2005
23

Comparison of non-parametric and semi-parametric tests in detecting long memory

Year:
2009
Language:
english
File:
PDF, 744 KB
english, 2009