Bootstrapping the log-periodogram regression (Q1927723): Difference between revisions

@@ Property / author @@
-Josu Arteche
@@ Property / author: Josu Arteche / rank @@
-Normal rank
@@ Property / author @@
-Jesus Orbe
@@ Property / author: Jesus Orbe / rank @@
-Normal rank
@@ Property / author @@
+Josu Arteche
@@ Property / author: Josu Arteche / rank @@
+Normal rank
@@ Property / author @@
+Jesus Orbe
@@ Property / author: Jesus Orbe / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+bootstrap
@@ Property / describes a project that uses: bootstrap / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2004.06.011
+Normal rank
@@ Property / OpenAlex ID @@
+W2020852000
@@ Property / OpenAlex ID: W2020852000 / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
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@@ Property / cites work @@
+Q4407623
@@ Property / cites work: Q4407623 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959963
@@ Property / cites work: Q3959963 / rank @@
+Normal rank
@@ Property / cites work @@
+Better Bootstrap Confidence Intervals
@@ Property / cites work: Better Bootstrap Confidence Intervals / rank @@
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@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing of unit root and other nonstationary hypotheses in macroeconomic time series
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@@ Property / cites work @@
+ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
+Normal rank
@@ Property / cites work @@
+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4107030
@@ Property / cites work: Q4107030 / rank @@
+Normal rank