FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY (Q5389962): Difference between revisions

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+ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
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+Long‐Memory Time Series
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+Computer-intensive rate estimation, diverging statistics and scanning
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+Fractional differencing
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+A complete asymptotic series for the autocovariance function of a long memory process
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+Whittle estimator for finite-variance non-Gaussian time series with long memory
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+Simple Robust Testing of Regression Hypotheses
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+On Joint Fourier–Laplace Transforms
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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+Q4865042
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+Fitting long-memory models by generalized linear regression
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+On the distribution of positive-definite Gaussian quadratic forms
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
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