Pages that link to "Item:Q4939805"

The following pages link to Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series (Q4939805):

Displayed 23 items.

• Residual log-periodogram inference for long-run relationships (Q269403) ‎ (← links)
• Testing for long memory in the Asian foreign exchange rates (Q863018) ‎ (← links)
• Multiple local Whittle estimation in stationary systems (Q955151) ‎ (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) ‎ (← links)
• Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813) ‎ (← links)
• Tests of bias in log-periodogram regression (Q1036842) ‎ (← links)
• Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) ‎ (← links)
• Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815) ‎ (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) ‎ (← links)
• Convex combinations of long memory estimates from different sampling rates (Q2463650) ‎ (← links)
• Persistent regimes and extreme events of the North Atlantic atmospheric circulation (Q2955502) ‎ (← links)
• CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS (Q3022097) ‎ (← links)
• Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665) ‎ (← links)
• BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) ‎ (← links)
• Temporal Aggregation and Bandwidth selection in estimating long memory (Q3505325) ‎ (← links)
• Why Aggregate Long Memory Time Series? (Q3539877) ‎ (← links)
• Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) ‎ (← links)
• WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS (Q3637883) ‎ (← links)
• A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) ‎ (← links)
• Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) ‎ (← links)
• Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748) ‎ (← links)
• ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION (Q5697630) ‎ (← links)
• Detection of long range dependence in the time domain for (in)finite-variance time series (Q6192199) ‎ (← links)