Pages that link to "Item:Q3580634"
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The following pages link to NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634):
Displayed 12 items.
- Whittle-type estimation under long memory and nonstationarity (Q2218620) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364) (← links)
- On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
- (Q2971501) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
- Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940) (← links)
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)