Local Whittle estimation in nonstationary and unit root cases. (Q1879948): Difference between revisions

@@ Property / OpenAlex ID @@
+W2152704622
@@ Property / OpenAlex ID: W2152704622 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0406462
@@ Property / arXiv ID: math/0406462 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
+Normal rank
@@ Property / cites work @@
+Band Spectral Regression with Trending Data
@@ Property / cites work: Band Spectral Regression with Trending Data / rank @@
+Normal rank
@@ Property / cites work @@
+Q5820721
@@ Property / cites work: Q5820721 / rank @@
+Normal rank
@@ Property / cites work @@
+ON GENERALIZED FRACTIONAL PROCESSES
@@ Property / cites work: ON GENERALIZED FRACTIONAL PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
+Normal rank
@@ Property / cites work @@
+Q3827437
@@ Property / cites work: Q3827437 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of multivariate fractional processes
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Narrow-band analysis of nonstationary processes
@@ Property / cites work: Narrow-band analysis of nonstationary processes / rank @@
+Normal rank
@@ Property / cites work @@
+Exact local Whittle estimation of fractional integration
+Normal rank
@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
@@ Property / cites work @@
+Q3254471
@@ Property / cites work: Q3254471 / rank @@
+Normal rank