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

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+W2298370424
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+A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
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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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+Edgeworth expansions for nonparametric density estimators, with applications
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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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