Pages that link to "Item:Q4954303"
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The following pages link to NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION (Q4954303):
Displayed 23 items.
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- Semiparametric estimation in perturbed long memory series (Q1010559) (← links)
- Non-stationary log-periodogram regression (Q1298461) (← links)
- Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
- The periodogram of an i.i.d. sequence. (Q1879538) (← links)
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863) (← links)
- Nonlinear functionals of the periodogram (Q4677008) (← links)
- Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- The Periodogram of fractional processes<sup>1</sup> (Q5430501) (← links)
- Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301) (← links)