References in zbMATH (referenced in 12 articles )

Showing results 1 to 12 of 12.
Sorted by year (citations)

  1. Mudelsee, Manfred: Climate time series analysis. Classical statistical and bootstrap methods (2014)
  2. Raggi, Davide; Bordignon, Silvano: Long memory and nonlinearities in realized volatility: a Markov switching approach (2012)
  3. Davidson, James; Hashimzade, Nigar: Type I and type II fractional Brownian motions: a reconsideration (2009)
  4. Haldrup, Niels; Nielsen, Morten Ørregaard: Estimation of fractional integration in the presence of data noise (2007)
  5. Hillebrand, Eric: Overlaying time scales in financial volatility data (2006)
  6. Ariño, Miguel A.; Marmol, Francesc: A permanent-transitory decomposition for ARFIMA processes (2004)
  7. Doornik, Jürgen A.; Ooms, Marius: Inference and forecasting for ARFIMA models with an application to US and UK inflation (2004)
  8. Dubois, Emmanuel; Lardic, Sandrine; Mignon, Valérie: The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (2004)
  9. Nielsen, Morten Ørregaard: Efficient inference in multivariate fractionally integrated time series models (2004)
  10. Nielsen, Morten Ørregaard: Efficient likelihood inference in nonstationary univariate models (2004)
  11. Doornik, Jurgen A.; Ooms, Marius: Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (2003)
  12. Fernández Díaz, Andrés; Grau-Carles, Pilar; Escot Mangas, Lorenzo: Nonlinearities in the exchange rates returns and volatility (2002)