Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: On large-sample estimation for the mean of a stationary random sequence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3327591 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The central limit theorem for time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: A semiparametric two-step estimator in a multivariate long memory model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Averaged periodogram estimation of long memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Understanding spurious regressions in econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-sample inference for nonparametric regression with dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4682143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series regression with long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: The spurious regression of fractionally integrated processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian Semi‐parametric Estimation of Fractional Cointegration / rank
 
Normal rank

Latest revision as of 14:34, 24 June 2024

scientific article; zbMATH DE number 5026131
Language Label Description Also known as
English
Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence
scientific article; zbMATH DE number 5026131

    Statements

    Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (English)
    0 references
    24 May 2006
    0 references
    0 references
    0 references
    0 references
    0 references
    cross-periodogram
    0 references
    asymptotic normality
    0 references
    Whittle likelihood
    0 references
    generalized least squares
    0 references
    0 references
    0 references
    0 references
    0 references