Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016): Difference between revisions

@@ Property / author @@
-Liudas Giraitis
@@ Property / author: Liudas Giraitis / rank @@
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@@ Property / author @@
-Peter M. Robinson
@@ Property / author: Peter M. Robinson / rank @@
-Normal rank
@@ Property / author @@
+Liudas Giraitis
@@ Property / author: Liudas Giraitis / rank @@
+Normal rank
@@ Property / author @@
+Peter M. Robinson
@@ Property / author: Peter M. Robinson / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2298370424
@@ Property / OpenAlex ID: W2298370424 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
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+On the Distribution of Some Statistical Estimates of Spectral Density
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+On the validity of the formal Edgeworth expansion
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+An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion
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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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+RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE
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+Adaptive semiparametric estimation of the memory parameter.
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+Edgeworth expansions for nonparametric density estimators, with applications
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+The asymptotic theory of linear time-series models
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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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+An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+Q4171432
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+Q3827437
@@ Property / cites work: Q3827437 / rank @@
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+VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION  FUNCTION UNDER LONG RANGE DEPENDENCE
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+Broadband log-periodogram regression of time series with long-range dependence
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+Edgeworth Expansions for Semiparametric Averaged Derivatives
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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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+The approximate distribution of nonparametric regression estimates
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+LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN  ESTIMATING THE MEMORY PARAMETER OF LEVELS
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+Higher-order kernel semiparametric M-estimation of long memory
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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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+EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
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@@ links / mardi / name / links / mardi / name @@
+Publication:1434016