Pages that link to "Item:Q3557550"
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The following pages link to EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550):
Displayed 31 items.
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Efficiency in estimation of memory (Q993829) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897) (← links)
- Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
- Learning can generate long memory (Q2294508) (← links)
- Long-run comovements in East Asian stock market volatility (Q2416241) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY (Q3465608) (← links)
- Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
- Harmonically Weighted Processes (Q5111777) (← links)
- TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
- Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (Q5212061) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
- Posterior propriety of an objective prior for generalized hierarchical normal linear models (Q5880139) (← links)
- Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)