Non-stationary log-periodogram regression (Q1298461): Difference between revisions

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+Q4124142
@@ Property / cites work: Q4124142 / rank @@
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+Small sample effects in time series analysis: A new asymptotic theory and a new estimate
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+Trends versus Random Walks in Time Series Analysis
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE
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+Q5612941
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+Spectral Analysis for Physical Applications
@@ Property / cites work: Spectral Analysis for Physical Applications / rank @@
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+On the errors-in-variables problem for time series
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+Log-periodogram regression of time series with long range dependence
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+Rates of convergence and optimal spectral bandwidth for long range dependence
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+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
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+NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
@@ Property / cites work: NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION / rank @@
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@@ Property / cites work @@
+Q3048119
@@ Property / cites work: Q3048119 / rank @@
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+On the Efficiency of Spectral Density Estimates of a Stationary Process
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+On the Efficiency of Spectral Density Estimates of a Stationary Process. II
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+https://doi.org/10.1016/s0304-4076(98)00080-3
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+W2090879268
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