Adaptive semiparametric estimation of the memory parameter. (Q1975523): Difference between revisions

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+https://doi.org/10.1006/jmva.1999.1865
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+W2012897179
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE
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+Q5612941
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+Best attainable rates of convergence for estimates of parameters of regular variation
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+Discrimination between monotonic trends and long-range dependence
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+Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
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+A semiparametric two-step estimator in a multivariate long memory model
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+Log-periodogram regression of time series with long range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Non-stationary log-periodogram regression
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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