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2

The detection and estimation of long memory in stochastic volatility

Year:
1998
Language:
english
File:
PDF, 1.90 MB
english, 1998
8

Local Polynomial Regression Estimators in Survey Sampling

Year:
2000
Language:
english
File:
PDF, 1.37 MB
english, 2000
10

Model-Assisted Survey Estimation with Modern Prediction Techniques

Year:
2017
Language:
english
File:
PDF, 253 KB
english, 2017
14

Bayesian analysis of fractionally integrated ARMA with additive noise

Year:
2003
Language:
english
File:
PDF, 226 KB
english, 2003
15

Maximum likelihood estimation for all-pass time series models

Year:
2006
Language:
english
File:
PDF, 278 KB
english, 2006
27

A class of nearly long-memory time series models

Year:
2002
Language:
english
File:
PDF, 380 KB
english, 2002
36

Nonlinear Time Series: Nonparametric and Parametric Methods

Year:
2005
Language:
english
File:
PDF, 124 KB
english, 2005
37

Rejoinder

Year:
2007
Language:
english
File:
PDF, 166 KB
english, 2007
43

Extremes of stochastic volatility models

Year:
1998
Language:
english
File:
PDF, 145 KB
english, 1998