Bootstrap-based bandwidth choice for log-periodogram regression (Q3077665): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2009.00629.x
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+W1986377969
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+A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
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+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
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+Semiparametric estimation in perturbed long memory series
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+Bootstrapping the log-periodogram regression
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+Using the bootstrap for finite sample confidence intervals of the log periodogram regression
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+Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
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+ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE  MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
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+Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.
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+On bootstrapping kernel spectral estimates
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+Edgeworth expansions for semiparametric Whittle estimation of long memory.
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+Adaptive semiparametric estimation of the memory parameter.
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+Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+The Local Bootstrap for Periodogram Statistics
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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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+Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models
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+Nonlinear log-periodogram regression for perturbed fractional processes
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+Non-stationary log-periodogram regression
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