Nonstationarity-extended local Whittle estimation (Q289222): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6586852
@@ Property / zbMATH DE Number: 6586852 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fully extended local Whittle (FELW) estimator
+Normal rank
@@ Property / zbMATH Keywords @@
+memory parameter
@@ Property / zbMATH Keywords: memory parameter / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional integration
@@ Property / zbMATH Keywords: fractional integration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear processes
@@ Property / zbMATH Keywords: nonlinear processes / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q105583665
@@ Property / Wikidata QID: Q105583665 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2007.01.020
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@@ Property / OpenAlex ID @@
+W3121966990
@@ Property / OpenAlex ID: W3121966990 / rank @@
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@@ Property / cites work @@
+On the Definitions of (Co-)integration
@@ Property / cites work: On the Definitions of (Co-)integration / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
+Normal rank
@@ Property / cites work @@
+Band Spectral Regression with Trending Data
@@ Property / cites work: Band Spectral Regression with Trending Data / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent estimation of the memory parameter for nonlinear time series
+Normal rank
@@ Property / cites work @@
+Q5600945
@@ Property / cites work: Q5600945 / rank @@
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Adaptive semiparametric estimation of the memory parameter.
+Normal rank
@@ Property / cites work @@
+An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
+Normal rank
@@ Property / cites work @@
+Q3827437
@@ Property / cites work: Q3827437 / rank @@
+Normal rank
@@ Property / cites work @@
+A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
+Normal rank
@@ Property / cites work @@
+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4407607
@@ Property / cites work: Q4407607 / rank @@
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+The distance between rival nonstationary fractional processes
+Normal rank
@@ Property / cites work @@
+Higher-order kernel semiparametric M-estimation of long memory
+Normal rank
@@ Property / cites work @@
+Exact local Whittle estimation of fractional integration
+Normal rank
@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
@@ Property / cites work @@
+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:289222