Pages that link to "Item:Q5950041"
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The following pages link to Adaptive estimation of the fractional differencing coefficient (Q5950041):
Displayed 8 items.
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)