نتائج البحث

Long memory dynamics and relative efficiency of crude oil benchmarks: An adaptive market hypothesis perspective.

• Authors : Varghese, George¹ (AUTHOR) ; Madhavan, Vinodh² (AUTHOR)

• Source: Journal of Public Affairs (14723891). Aug2022, Vol. 22 Issue 3, p1-11. 11p.

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Estimating Long Memory in Panel Random‐Coefficient AR(1) Data.

• Authors : Leipus, Remigijus¹ (AUTHOR) ; Philippe, Anne² (AUTHOR); Pilipauskaitė, Vytautė³ (AUTHOR)

• Source: Journal of Time Series Analysis. Jul2020, Vol. 41 Issue 4, p520-535. 16p.

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A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter.

• Authors : Taqqu, Murad S.¹ (AUTHOR); Zhang, Ting¹ (AUTHOR)

• Source: Journal of Time Series Analysis. Jul2019, Vol. 40 Issue 4, p411-424. 14p.

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Estimation of cyclic long‐memory parameters.

• Authors : Alomari, Huda Mohammed¹ (AUTHOR); Ayache, Antoine² (AUTHOR); Fradon, Myriam² (AUTHOR)

• Source: Scandinavian Journal of Statistics. Mar2020, Vol. 47 Issue 1, p104-133. 30p.

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Not all long‐memory estimators are born equal: The case of nonstationary functional time series.

• Source: Canadian Journal of Statistics. Mar2022, Vol. 50 Issue 1, p357-380. 24p.

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SME Stock Markets in Tropical Economies: Evolving Efficiency and Dual Long Memory.

• Authors : Nguyen, Trang¹, ; Chaiechi, Taha¹; Eagle, Lynne¹

• Source: Economic Papers; Mar2020, Vol. 39 Issue 1, p28-47, 20p

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Bilinear Minimax Optimal Control Problems for a von Kárman System with Long Memory.

• Authors : Hwang, Jin-soo¹ (AUTHOR)

• Source: Journal of Function Spaces. 6/16/2020, p1-15. 15p.

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Testing for Change in Long‐Memory Stochastic Volatility Time Series.

• Authors : Betken, Annika¹ (AUTHOR) ; Kulik, Rafał² (AUTHOR)

• Source: Journal of Time Series Analysis. Sep2019, Vol. 40 Issue 5, p707-738. 32p.

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Order Selection and Inference with Long Memory Dependent Data.

• Authors : Gupta, Abhimanyu¹ (AUTHOR); Hidalgo, Javier² (AUTHOR)

• Source: Journal of Time Series Analysis. Jul2019, Vol. 40 Issue 4, p425-446. 22p.

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QMLE for Quadratic ARCH Model with Long Memory.

• Authors : Grublytė, Ieva^1,2; Surgailis, Donatas² ; Škarnulis, Andrius²

• Source: Journal of Time Series Analysis. Jul2017, Vol. 38 Issue 4, p535-551. 17p.

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