Exact local Whittle estimation of fractional integration (Q2583422): Difference between revisions

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+math/0508286
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
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+Q3827437
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+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
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+Local Whittle estimation in nonstationary and unit root cases.
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+Asymptotics for linear processes
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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 distance between rival nonstationary fractional processes
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+Narrow-band analysis of nonstationary processes
@@ Property / cites work: Narrow-band analysis of nonstationary processes / rank @@
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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+Q4143689
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+Publication:2583422