| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
|
Hosking, Jonathan R.M.
|
|
1996
|
73 |
1 |
p. 261-284
24 p.
|
artikel
|
| 2 |
Averaged periodogram estimation of long memory
|
Lobato, I.
|
|
1996
|
73 |
1 |
p. 303-324
22 p.
|
artikel
|
| 3 |
Editorial Board
|
|
|
1996
|
73 |
1 |
p. iv-v
nvt p.
|
artikel
|
| 4 |
Editors' introduction: Fractional differencing and long memory processes
|
Baillie, Richard T.
|
|
1996
|
73 |
1 |
p. 1-3
3 p.
|
artikel
|
| 5 |
Estimating a generalized long memory process
|
Chung, Ching-Fan
|
|
1996
|
73 |
1 |
p. 237-259
23 p.
|
artikel
|
| 6 |
Infinite variance stable moving averages with long memory
|
Kokoszka, Piotr S.
|
|
1996
|
73 |
1 |
p. 79-99
21 p.
|
artikel
|
| 7 |
Long memory continuous time models
|
Comte, F.
|
|
1996
|
73 |
1 |
p. 101-149
49 p.
|
artikel
|
| 8 |
Long memory processes and fractional integration in econometrics
|
Baillie, Richard T.
|
|
1996
|
73 |
1 |
p. 5-59
55 p.
|
artikel
|
| 9 |
Modeling and pricing long memory in stock market volatility
|
Bollerslev, Tim
|
|
1996
|
73 |
1 |
p. 151-184
34 p.
|
artikel
|
| 10 |
Modeling volatility persistence of speculative returns: A new approach
|
Ding, Zhuanxin
|
|
1996
|
73 |
1 |
p. 185-215
31 p.
|
artikel
|
| 11 |
On the power of the KPSS test of stationarity against fractionally-integrated alternatives
|
Lee, Dongin
|
|
1996
|
73 |
1 |
p. 285-302
18 p.
|
artikel
|
| 12 |
The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence
|
Hosoya, Yuzo
|
|
1996
|
73 |
1 |
p. 217-236
20 p.
|
artikel
|
| 13 |
Varieties of long memory models
|
Granger, Clive W.J.
|
|
1996
|
73 |
1 |
p. 61-77
17 p.
|
artikel
|
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