Semiparametric estimation in perturbed long memory series (Q1010559): Difference between revisions

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+Josu Arteche
@@ Property / author: Josu Arteche / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2006.07.023
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+W2009513343
@@ Property / OpenAlex ID: W2009513343 / rank @@
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@@ Property / cites work @@
+A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
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@@ Property / cites work @@
+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
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+Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
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+Q5317343
@@ Property / cites work: Q5317343 / rank @@
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@@ Property / cites work @@
+Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series
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+The detection and estimation of long memory in stochastic volatility
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+Semi-parametric smoothing estimators for long-memory processes with added noise
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+ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE  MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Adaptive semiparametric estimation of the memory parameter.
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+ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
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@@ Property / cites work @@
+Estimating Long Memory in Volatility
@@ Property / cites work: Estimating Long Memory in Volatility / rank @@
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@@ Property / cites work @@
+Finite sample properties of a QML estimator of stochastic volatility models with long memory.
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@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
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@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
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@@ Property / cites work @@
+Higher-order kernel semiparametric M-estimation of long memory
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@@ Property / cites work @@
+Nonlinear log-periodogram regression for perturbed fractional processes
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+NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
@@ Property / cites work: NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION / rank @@
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