Higher-order kernel semiparametric M-estimation of long memory (Q1870094): Difference between revisions

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+A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
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+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
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+Q5389647
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+Periodic splines and spectral estimation
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+ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE  MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+ON GENERALIZED FRACTIONAL PROCESSES
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+Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models
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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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+A semiparametric two-step estimator in a multivariate long memory model
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+A Nonparametric Test for I(0)
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+Broadband log-periodogram regression of time series with long-range dependence
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+On Consistent Estimates of the Spectrum of a Stationary Time Series
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+Time Series Regression with a Unit Root
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+Q4015741
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+Semiparametric analysis of long-memory time series
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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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+LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN  ESTIMATING THE MEMORY PARAMETER OF LEVELS
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+Non-stationary log-periodogram regression
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+NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
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