Showing 1 - 8 results of 8 for search '"fractional differencing"', query time: 0.71s Refine Results
  1. 1
    Diligence in determining the appropriate form of stationarity
    Subjects: “...fractional differencing...”
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    Article
  2. 2
    Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited
    by M. Shelton Peiris, Manabu Asai
    Published 2016-09-01
    Subjects: “...fractional differencing...”
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    Article
  3. 3
    Una nueva prueba para el parámetro de diferenciación fraccional
    by ELKIN CASTAÑO, KAROLL GÓMEZ, SANTIAGO GALLÓN
    Published 2008-06-01
    Subjects: “...Fractional differencing...”
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    Article
  4. 4
    A NEW TEST FOR THE FRACTIONAL DIFFERENCING PARAMETER UNA NUEVA PRUEBA PARA EL PARÁMETRO DE DIFERENCIACIÓN FRACCIONAL
    by Castaño Elkin, Gómez Karoll, Gallón Santiago
    Published 2008-05-01
    Subjects: “...Fractional differencing...”
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    Article
  5. 5
    Previsão de preços futuros de Commodities agrícolas com diferenciações inteira e fracionária, e erros heteroscedásticos
    Subjects: “...fractional differencing...”
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    Article
  6. 6
    Una nueva prueba para el parámetro de diferenciación fraccional A New Test for the Fractional Differencing Parameter
    by ELKIN CASTAÑO, KAROLL GÓMEZ, SANTIAGO GALLÓN
    Published 2008-01-01
    Subjects: “...Fractional differencing...”
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    Article
  7. 7
    A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951–1980
    Subjects: “...fractionally differenced models...”
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    Article
  8. 8
    The relationship between the forward and realised spot exchange rate in South Africa
    by Chris van Heerden, André Heymans
    Published 2012-04-01
    Subjects: “...fractionally differenced data...”
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