ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods
Contemporary Developments in Statistical Theory - Springer Proceedings in Mathematics & Statistics
◽
10.1007/978-3-319-02651-0_16
◽
2013
◽
pp. 257-277
Author(s):
Linyuan Li
◽
Kewei Lu
Keyword(s):
Long Memory
◽
Penalized Splines
Start Chat
Download Full-text
Related Documents
Cited By
References
Term-Long Memory
Contemporary Psychology
◽
10.1037/023039
◽
1984
◽
Vol 29
(7)
◽
pp. 576-577
Author(s):
Leonard D. Stern
Keyword(s):
Long Memory
Start Chat
Download Full-text
Limit theorems for long-memory flows on Wiener chaos
Bernoulli
◽
10.3150/19-bej1168
◽
2020
◽
Vol 26
(2)
◽
pp. 1473-1503
◽
Cited By ~ 1
Author(s):
Shuyang Bai
◽
Murad S. Taqqu
Keyword(s):
Long Memory
◽
Limit Theorems
◽
Wiener Chaos
Start Chat
Download Full-text
Time Series Long Memory Identification and Quantile Spectral Analysis.
10.21236/ada132240
◽
1983
◽
Author(s):
Emanuel Parzen
Keyword(s):
Time Series
◽
Spectral Analysis
◽
Long Memory
Start Chat
Download Full-text
Statistical benefits of value-at-risk with long memory
The Journal of Risk
◽
10.21314/jor.2005.119
◽
2005
◽
Vol 7
(4)
◽
pp. 21-45
◽
Cited By ~ 18
Author(s):
Andrea Beltratti
◽
Claudio Morana
Keyword(s):
At Risk
◽
Long Memory
◽
Value At Risk
Start Chat
Download Full-text
Estimating DSGE Models with Long Memory Dynamics
SSRN Electronic Journal
◽
10.2139/ssrn.1137529
◽
2008
◽
Author(s):
Gianluca Moretti
◽
Giulio Nicoletti
Keyword(s):
Long Memory
◽
Dsge Models
Start Chat
Download Full-text
A Regime Switching Long Memory Model for Electricity Prices
SSRN Electronic Journal
◽
10.2139/ssrn.1147547
◽
2006
◽
Author(s):
Niels Haldrup
◽
Morten Ørregaard Nielsen
Keyword(s):
Long Memory
◽
Regime Switching
◽
Memory Model
◽
Electricity Prices
Start Chat
Download Full-text
Dual Long-Memory, Structural Breaks and the Link Between Turnover and the Range-Based Volatility
SSRN Electronic Journal
◽
10.2139/ssrn.1344315
◽
2009
◽
Author(s):
Menelaos Karanasos
Keyword(s):
Long Memory
◽
Structural Breaks
Start Chat
Download Full-text
Long Memory and Periodicity in Intraday Volatility of Stock Index Futures
SSRN Electronic Journal
◽
10.2139/ssrn.1460625
◽
2009
◽
Cited By ~ 1
Author(s):
Eduardo Rossi
◽
Dean Fantazzini
Keyword(s):
Long Memory
◽
Stock Index
◽
Stock Index Futures
◽
Index Futures
◽
Intraday Volatility
Start Chat
Download Full-text
Regime-Switching and Long Memory in Systematic Risk: Evidence from Realized Betas of Industry Portfolios
SSRN Electronic Journal
◽
10.2139/ssrn.1745506
◽
2011
◽
Cited By ~ 1
Author(s):
Kam Fong Chan
◽
Robert G. Bowman
◽
Gillian Lawrence
Keyword(s):
Long Memory
◽
Regime Switching
◽
Systematic Risk
Start Chat
Download Full-text
Soaring Global Food Commodity Prices: Evidence of Long Memory Process
SSRN Electronic Journal
◽
10.2139/ssrn.3049049
◽
2017
◽
Author(s):
Ibrahim Ahmed Onour
◽
Bruno S. Sergi
Keyword(s):
Long Memory
◽
Commodity Prices
◽
Memory Process
◽
Long Memory Process
◽
Food Commodity
◽
Global Food
Start Chat
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close