Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815): Difference between revisions

@@ Property / cites work @@
+Long-range Dependence: Revisiting Aggregation with Wavelets
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+The detection and estimation of long memory in stochastic volatility
+Normal rank
@@ Property / cites work @@
+Long-range dependence in the conditional variance of stock returns
+Normal rank
@@ Property / cites work @@
+ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE  MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Variance-type estimation of long memory
@@ Property / cites work: Variance-type estimation of long memory / rank @@
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Note on convergence rates of semiparametric estimators of dependence index
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of 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 @@
+Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series
+Normal rank
@@ Property / cites work @@
+Finite sample properties of a QML estimator of stochastic volatility models with long memory.
+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 @@
+LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN  ESTIMATING THE MEMORY PARAMETER OF LEVELS
+Normal rank
@@ Property / cites work @@
+Q4247104
@@ Property / cites work: Q4247104 / rank @@
+Normal rank
@@ Property / cites work @@
+A new estimator of the fractionally integrated stochastic volatility model
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(01)00275-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2016045725
@@ Property / OpenAlex ID: W2016045725 / rank @@
+Normal rank