Semiparametric exploration of long memory in stock prices (Q1918155): Difference between revisions

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+W2070020253
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+Q5663204
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+Are Output Fluctuations Transitory?
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+Efficient parameter estimation for self-similar processes
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Long-Term Memory in Stock Market Prices
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+Averaged periodogram estimation of long memory
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+Semiparametric analysis of long-memory time series
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+Rates of convergence and optimal spectral bandwidth for long range dependence
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+Log-periodogram regression of time series with long range dependence
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