Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966): Difference between revisions

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+A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
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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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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series
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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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+Discrimination between monotonic trends and long-range dependence
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+Log-periodogram regression of time series with long range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Higher-order kernel semiparametric M-estimation of long memory
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+Exact local Whittle estimation of fractional integration
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+NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
@@ Property / cites work: NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION / rank @@
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+https://doi.org/10.1016/s0304-4076(03)00115-5
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+W2096486132
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