Matches in SemOpenAlex for { <https://semopenalex.org/work/W1508885903> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W1508885903 abstract "The traditional causality relationship proposed by Granger (1969) assumes the relationships between variables are short range dependent with the same integrated order. Chen (2006) proposed a bi-variate model which can catch the long-range dependent among the two variables and the series do not need to be fractionally co-integrated. A long memory fractional transfer function is introduced to catch the long-range dependent in this model and a pseudo spectrum based method is proposed to estimate the long memory parameter in the bi-variate causality model. In recent years, a wavelet domain-based method has gained popularity in estimations of long memory parameter in unit series. No extension to bi-series or multi-series has been made and this paper aims to fill this gap. We will construct an estimator for the long memory parameter in the bi-variable causality model in the wavelet domain. The theoretical background is derived and Monte Carlo simulation is used to investigate the performance of the estimator." @default.
- W1508885903 created "2016-06-24" @default.
- W1508885903 creator A5043691548 @default.
- W1508885903 date "2012-05-21" @default.
- W1508885903 modified "2023-09-27" @default.
- W1508885903 title "Estimating Long Memory Causality Relationships by a Wavelet Method" @default.
- W1508885903 cites W1966760175 @default.
- W1508885903 cites W2035421678 @default.
- W1508885903 cites W2039055989 @default.
- W1508885903 cites W2067180668 @default.
- W1508885903 cites W2073306747 @default.
- W1508885903 cites W2081519101 @default.
- W1508885903 cites W2096684483 @default.
- W1508885903 cites W21241866 @default.
- W1508885903 cites W2132984323 @default.
- W1508885903 cites W2144602403 @default.
- W1508885903 cites W2153982687 @default.
- W1508885903 cites W2167257136 @default.
- W1508885903 cites W2340179090 @default.
- W1508885903 hasPublicationYear "2012" @default.
- W1508885903 type Work @default.
- W1508885903 sameAs 1508885903 @default.
- W1508885903 citedByCount "0" @default.
- W1508885903 crossrefType "posted-content" @default.
- W1508885903 hasAuthorship W1508885903A5043691548 @default.
- W1508885903 hasConcept C105795698 @default.
- W1508885903 hasConcept C11413529 @default.
- W1508885903 hasConcept C121332964 @default.
- W1508885903 hasConcept C122123141 @default.
- W1508885903 hasConcept C127413603 @default.
- W1508885903 hasConcept C129824826 @default.
- W1508885903 hasConcept C141547133 @default.
- W1508885903 hasConcept C143724316 @default.
- W1508885903 hasConcept C146978453 @default.
- W1508885903 hasConcept C149782125 @default.
- W1508885903 hasConcept C151730666 @default.
- W1508885903 hasConcept C154945302 @default.
- W1508885903 hasConcept C185429906 @default.
- W1508885903 hasConcept C19499675 @default.
- W1508885903 hasConcept C204323151 @default.
- W1508885903 hasConcept C2986394398 @default.
- W1508885903 hasConcept C33923547 @default.
- W1508885903 hasConcept C41008148 @default.
- W1508885903 hasConcept C47432892 @default.
- W1508885903 hasConcept C62520636 @default.
- W1508885903 hasConcept C64357122 @default.
- W1508885903 hasConcept C86803240 @default.
- W1508885903 hasConcept C91602232 @default.
- W1508885903 hasConceptScore W1508885903C105795698 @default.
- W1508885903 hasConceptScore W1508885903C11413529 @default.
- W1508885903 hasConceptScore W1508885903C121332964 @default.
- W1508885903 hasConceptScore W1508885903C122123141 @default.
- W1508885903 hasConceptScore W1508885903C127413603 @default.
- W1508885903 hasConceptScore W1508885903C129824826 @default.
- W1508885903 hasConceptScore W1508885903C141547133 @default.
- W1508885903 hasConceptScore W1508885903C143724316 @default.
- W1508885903 hasConceptScore W1508885903C146978453 @default.
- W1508885903 hasConceptScore W1508885903C149782125 @default.
- W1508885903 hasConceptScore W1508885903C151730666 @default.
- W1508885903 hasConceptScore W1508885903C154945302 @default.
- W1508885903 hasConceptScore W1508885903C185429906 @default.
- W1508885903 hasConceptScore W1508885903C19499675 @default.
- W1508885903 hasConceptScore W1508885903C204323151 @default.
- W1508885903 hasConceptScore W1508885903C2986394398 @default.
- W1508885903 hasConceptScore W1508885903C33923547 @default.
- W1508885903 hasConceptScore W1508885903C41008148 @default.
- W1508885903 hasConceptScore W1508885903C47432892 @default.
- W1508885903 hasConceptScore W1508885903C62520636 @default.
- W1508885903 hasConceptScore W1508885903C64357122 @default.
- W1508885903 hasConceptScore W1508885903C86803240 @default.
- W1508885903 hasConceptScore W1508885903C91602232 @default.
- W1508885903 hasLocation W15088859031 @default.
- W1508885903 hasOpenAccess W1508885903 @default.
- W1508885903 hasPrimaryLocation W15088859031 @default.
- W1508885903 hasRelatedWork W145199497 @default.
- W1508885903 hasRelatedWork W1489893237 @default.
- W1508885903 hasRelatedWork W1542692746 @default.
- W1508885903 hasRelatedWork W1624085826 @default.
- W1508885903 hasRelatedWork W1682599076 @default.
- W1508885903 hasRelatedWork W2018278987 @default.
- W1508885903 hasRelatedWork W2044531852 @default.
- W1508885903 hasRelatedWork W2044996091 @default.
- W1508885903 hasRelatedWork W2056507862 @default.
- W1508885903 hasRelatedWork W2060055716 @default.
- W1508885903 hasRelatedWork W2121601404 @default.
- W1508885903 hasRelatedWork W2166939710 @default.
- W1508885903 hasRelatedWork W2406133730 @default.
- W1508885903 hasRelatedWork W2583515255 @default.
- W1508885903 hasRelatedWork W2768621758 @default.
- W1508885903 hasRelatedWork W2952546200 @default.
- W1508885903 hasRelatedWork W3166487340 @default.
- W1508885903 hasRelatedWork W3199783769 @default.
- W1508885903 hasRelatedWork W391858042 @default.
- W1508885903 hasRelatedWork W66480438 @default.
- W1508885903 isParatext "false" @default.
- W1508885903 isRetracted "false" @default.
- W1508885903 magId "1508885903" @default.
- W1508885903 workType "article" @default.