Semiparametric Inference in Correlated Long Memory Signal Plus Noise Models (Q5080154): Difference between revisions

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+W3021168763
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+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
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+Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
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+Semiparametric estimation in perturbed long memory series
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+Bootstrap-based bandwidth choice for log-periodogram regression
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+The detection and estimation of long memory in stochastic volatility
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+ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE  MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
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+Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
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+Adaptive semiparametric estimation of the memory parameter.
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+TESTING FOR LONG MEMORY IN VOLATILITY
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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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+Estimating Long Memory in Volatility
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+Corrigendum to "Estimating Long Memory in Volatility"
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+Refined Inference on Long Memory in Realized Volatility
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+Log-periodogram regression of time series with long range dependence
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+Multiple local Whittle estimation in stationary systems
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+Nonlinear log-periodogram regression for perturbed fractional processes
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+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
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+NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
@@ Property / cites work: NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION / rank @@
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