Pages that link to "Item:Q1914263"
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The following pages link to Gaussian semiparametric estimation of long range dependence (Q1914263):
Displaying 50 items.
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
- A simple test on structural change in long-memory time series (Q135940) (← links)
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Estimation of mis-specified long memory models (Q278055) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Diagnostic testing for cointegration (Q291113) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Tail estimation of the spectral density for a stationary Gaussian random field (Q391522) (← links)
- Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840) (← links)
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (Q412400) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← links)
- Long-memory exchange rate dynamics in the Euro era (Q508201) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
