Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (Q1934059): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2006.11.002
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+W2013028245
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@@ Property / cites work @@
+A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
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+Q4865042
@@ Property / cites work: Q4865042 / rank @@
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+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
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+The scaling function-based estimator of long memory in the presence of a short-term component
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+Memory and infrequent breaks
@@ Property / cites work: Memory and infrequent breaks / rank @@
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+Q4840212
@@ Property / cites work: Q4840212 / rank @@
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+Log-periodogram regression of time series with long range dependence
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